S&P GSCI Softs Spot Index EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.20%
decreased by 0.24%
1 Week
24.12%
decreased by 0.32%
1 Month
23.85%
decreased by 0.59%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 14.62 | |
| 0.0963 | 29.80 | |
| 0.9870 | 1,176.43 | |
| 0.0098 | 4.07 |
Estimation Period:
Jan 17, 1995 to May 15, 2026
Jan 17, 1995 to May 15, 2026
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