S&P GSCI Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.03% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 21.30 | |
| 0.0754 | 40.24 | |
| 0.9200 | 543.71 | |
| 0.0412 | 2.46 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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