S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.01% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 12.23 | |
| 0.0314 | 30.79 | |
| 0.9657 | 872.32 |
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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