S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.17% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0549 | 22.57 | |
| 0.9044 | 311.33 | |
| 0.0255 | 9.36 | |
| 0.0068 | 11.76 | |
| 0.0650 | 23.65 | |
| 0.9318 | 309.36 |
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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