S&P GSCI Industrial Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.56% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 19.37 | |
| 0.0977 | 37.41 | |
| 0.9927 | 2,158.15 | |
| -0.0036 | -1.37 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Industrial Metals Spot Index Analyses
Other EGARCH Analyses on Commodities