S&P GSCI Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.33% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 20.16 | |
| 0.0695 | 34.92 | |
| 0.9265 | 503.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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