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S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 25th, 2026

1 Day

3.03%

decreased by 4.48%

1 Week

3.27%

decreased by 4.24%

1 Month

3.70%

decreased by 3.81%

Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC

Date Range:

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graph of S&P GSCI Softs Spot Index MF2-GARCH

News Impact Curve

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