S&P GSCI Energy and Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.74% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 16.02 | |
| 0.0688 | 30.82 | |
| 0.9196 | 398.77 | |
| 0.3102 | 10.90 |
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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