S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:27.07% (-26.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2356 | 39.50 | |
| 0.1381 | 32.70 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Nov 7, 2025
Jan 17, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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