S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.61% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0486 | 13.55 | |
| 0.8702 | 107.42 | |
| 0.0493 | 9.71 | |
| 0.0157 | 5.08 | |
| 0.0276 | 4.20 | |
| 0.9672 | 128.33 |
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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