S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
24.74%
increased by 1.45%
1 Week
24.65%
increased by 1.36%
1 Month
24.34%
increased by 1.05%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5355 | 10.73 | |
| 0.0362 | 32.18 | |
| 0.9909 | 926.94 | |
| 9.6819 | 2.99 |
Estimation Period:
Jan 17, 1995 to May 15, 2026
Jan 17, 1995 to May 15, 2026
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