S&P GSCI Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.44% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 20.03 | |
| 0.0690 | 34.74 | |
| 0.9271 | 504.66 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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