S&P GSCI Lead Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:14.99% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 16.30 | |
| 0.0757 | 30.45 | |
| 0.9961 | 3,093.33 | |
| 0.0052 | 1.91 |
Estimation Period:
Jan 6, 1995 to Feb 20, 2026
Jan 6, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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