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 4th, 2026
1 Day
3.75%
decreased by 1.83%
1 Week
4.24%
decreased by 1.34%
1 Month
5.17%
decreased by 0.41%
Analysis last updated: Saturday, May 2, 2026 at 03:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2628 | 42.34 | |
| 0.1215 | 35.42 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to May 1, 2026
Jan 17, 1995 to May 1, 2026
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