S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
22.79%
decreased by 0.42%
1 Week
22.73%
decreased by 0.48%
1 Month
22.53%
decreased by 0.68%
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 | |
|---|---|---|
| 1.5302 | 10.73 | |
| 0.0360 | 32.14 | |
| 0.9909 | 925.20 | |
| 9.6711 | 2.98 |
Estimation Period:
Jan 17, 1995 to May 22, 2026
Jan 17, 1995 to May 22, 2026
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