S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:1.14% (-14.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.8577 | 8,577,460.00 | |
| 0.0000 | 100.00 | |
| 0.2845 | 2,844,870.00 | |
| 1.2884 | 27.03 | |
| 0.1121 | 24.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Dec 19, 2025
Jan 17, 1995 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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