S&P GSCI Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:14.40% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 20.00 | |
| 0.0688 | 34.73 | |
| 0.9272 | 505.84 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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