S&P GSCI Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:27.09% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 20.17 | |
| 0.0693 | 34.95 | |
| 0.9267 | 504.47 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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