S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.73% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.73 | |
| 0.0447 | 17.38 | |
| 0.9471 | 594.16 | |
| 0.0032 | 0.84 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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