S&P GSCI Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.92% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 15.93 | |
| 0.1505 | 30.67 | |
| 0.9894 | 1,638.10 | |
| -0.0130 | -3.25 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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