S&P GSCI Softs Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
23.78%
increased by 0.30%
1 Week
23.69%
increased by 0.21%
1 Month
23.35%
decreased by 0.13%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 16.14 | |
| 0.0432 | 29.58 | |
| 0.9444 | 503.43 | |
| -0.1096 | -5.04 |
Estimation Period:
Jan 17, 1995 to May 15, 2026
Jan 17, 1995 to May 15, 2026
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