S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:15.84% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0704 | 15.40 | |
| 0.6787 | 36.50 | |
| 0.0261 | 4.81 | |
| 0.0058 | 0.95 | |
| 0.0265 | 2.34 | |
| 0.9715 | 77.30 |
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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