S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.52% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 20.65 | |
| 0.0671 | 29.90 | |
| 0.9229 | 406.03 |
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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