S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:16.07% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9158 | 32.74 | |
| 0.2583 | 26.45 | |
| 0.0000 | 0.00 |
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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