S&P GSCI Softs Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.84%
decreased by 0.38%
1 Week
20.81%
decreased by 0.41%
1 Month
20.71%
decreased by 0.51%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 16.13 | |
| 0.0429 | 29.51 | |
| 0.9447 | 504.38 | |
| -0.1110 | -5.09 |
Estimation Period:
Jan 17, 1995 to Jun 5, 2026
Jan 17, 1995 to Jun 5, 2026
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