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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 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

Date Range:

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

News Impact Curve

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Volatility Forecast

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