S&P GSCI Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.53% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 16.27 | |
| 0.1512 | 30.93 | |
| 0.9894 | 1,643.50 | |
| -0.0124 | -3.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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