S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.76%
decreased by 0.16%
1 Week
21.75%
decreased by 0.17%
1 Month
21.71%
decreased by 0.21%
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 | |
|---|---|---|
| 0.0077 | 14.53 | |
| 0.0958 | 29.72 | |
| 0.9870 | 1,175.00 | |
| 0.0099 | 4.11 |
Estimation Period:
Jan 17, 1995 to Jun 5, 2026
Jan 17, 1995 to Jun 5, 2026
Other S&P GSCI Softs Spot Index Analyses
Other EGARCH Analyses on Commodities