S&P GSCI Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:18.03% (+3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 19.96 | |
| 0.0691 | 34.72 | |
| 0.9269 | 503.49 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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