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, April 13th, 2026
1 Day
1.98%
decreased by 1.86%
1 Week
2.13%
decreased by 1.71%
1 Month
2.14%
decreased by 1.70%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.8080 | 8,079,840.00 | |
| 0.0003 | 2,990.00 | |
| 0.3834 | 3,834,350.00 | |
| 1.3373 | 34.25 | |
| 0.0787 | 29.42 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Apr 10, 2026
Jan 17, 1995 to Apr 10, 2026
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