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S&P GSCI Softs Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 8th, 2026

1 Day

13.90%

decreased by 15.01%

1 Week

14.49%

decreased by 14.42%

1 Month

15.20%

decreased by 13.71%

Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC

Date Range:

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graph of S&P GSCI Softs Spot Index MF2-GARCH

News Impact Curve

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