S&P GSCI Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.69% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 20.05 | |
| 0.0688 | 34.75 | |
| 0.9272 | 506.40 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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