S&P GSCI Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:17.33% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.28 | |
| 0.0643 | 18.34 | |
| 0.9270 | 501.62 | |
| 0.0092 | 1.77 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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