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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 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

Date Range:

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

News Impact Curve

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Volatility Forecast

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