S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
22.77%
decreased by 0.43%
1 Week
22.70%
decreased by 0.50%
1 Month
22.45%
decreased by 0.75%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| 0.0186 | 15.92 | |
| 0.0422 | 28.77 | |
| 0.9458 | 500.96 |
Estimation Period:
Jan 17, 1995 to May 22, 2026
Jan 17, 1995 to May 22, 2026
Other S&P GSCI Softs Spot Index Analyses
Other GARCH Analyses on Commodities