S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
25.22%
increased by 1.12%
1 Week
25.11%
increased by 1.01%
1 Month
24.73%
increased by 0.63%
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 | |
|---|---|---|
| 0.0078 | 14.62 | |
| 0.0963 | 29.80 | |
| 0.9870 | 1,176.43 | |
| 0.0098 | 4.07 |
Estimation Period:
Jan 17, 1995 to May 15, 2026
Jan 17, 1995 to May 15, 2026
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