S&P GSCI Lead Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.17% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 13.08 | |
| 0.0363 | 34.36 | |
| 0.9594 | 852.78 | |
| -0.1486 | -3.15 |
Estimation Period:
Jan 6, 1995 to Feb 13, 2026
Jan 6, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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