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	param	t-stat
$ω$	0.0102	16.26
$α$	0.1508	30.94
$β$	0.9894	1,646.26
$γ$	-0.0124	-3.11

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S&P GSCI Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:23.84% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses