S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:1.69% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2270 | 38.82 | |
| 0.1438 | 31.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Dec 26, 2025
Jan 17, 1995 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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