S&P GSCI Softs Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.68% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 15.73 | |
| 0.0484 | 17.10 | |
| 0.9463 | 504.42 | |
| -0.0125 | -3.09 |
Estimation Period:
Jan 17, 1995 to Feb 6, 2026
Jan 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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