S&P GSCI Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.37% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 21.58 | |
| 0.0757 | 40.40 | |
| 0.9196 | 542.23 | |
| 0.0342 | 2.06 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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