S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
24.82%
increased by 1.47%
1 Week
24.71%
increased by 1.36%
1 Month
24.31%
increased by 0.96%
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 | 15.95 | |
| 0.0424 | 28.82 | |
| 0.9456 | 499.77 |
Estimation Period:
Jan 17, 1995 to May 15, 2026
Jan 17, 1995 to May 15, 2026
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