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V-Lab
V-Lab
S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:9.69% (-10.85%)
Analysis last updated: Saturday, October 11, 2025 at 02:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Softs Spot Index MF2-GARCH
paramt-stat
m41
α0.86518,651,370.00
β0.00032,890.00
γ0.26912,691,480.00
λ11.280528.90
λ20.117526.72
λ30.00000.00
Estimation Period:
Jan 17, 1995 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts