S&P GSCI Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.78% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.23 | |
| 0.0644 | 18.35 | |
| 0.9269 | 501.05 | |
| 0.0091 | 1.75 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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