S&P GSCI Energy and Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.98% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.85 | |
| 0.1400 | 28.98 | |
| 0.9846 | 1,108.78 | |
| -0.0314 | -8.33 |
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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