S&P GSCI Industrial Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.85% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 16.13 | |
| 0.0493 | 37.57 | |
| 0.9432 | 615.67 | |
| 0.0499 | 2.49 |
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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