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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2704 | 43.33 | |
| 0.1171 | 36.30 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Jun 5, 2026
Jan 17, 1995 to Jun 5, 2026
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