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 29th, 2026
1 Day
2.14%
decreased by 12.92%
1 Week
2.81%
decreased by 12.25%
1 Month
4.29%
decreased by 10.77%
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 | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2636 | 42.34 | |
| 0.1218 | 35.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 17, 1995 to Jun 26, 2026
Jan 17, 1995 to Jun 26, 2026
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