S&P GSCI Softs Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.30%
decreased by 0.23%
1 Week
21.26%
decreased by 0.27%
1 Month
21.13%
decreased by 0.40%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 15.94 | |
| 0.0421 | 28.74 | |
| 0.9458 | 500.71 |
Estimation Period:
Jan 17, 1995 to Jun 5, 2026
Jan 17, 1995 to Jun 5, 2026
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