S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
19.84%
decreased by 0.48%
1 Week
19.84%
decreased by 0.48%
1 Month
19.82%
decreased by 0.50%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5229 | 10.79 | |
| 0.0359 | 32.11 | |
| 0.9908 | 919.98 | |
| 9.6728 | 2.96 |
Estimation Period:
Jan 17, 1995 to Jun 26, 2026
Jan 17, 1995 to Jun 26, 2026
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