S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:5.80% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2459 | 40.67 | |
| 0.1312 | 33.78 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Jan 9, 2026
Jan 17, 1995 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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