S&P GSCI Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.94% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 19.21 | |
| 0.0640 | 18.35 | |
| 0.9272 | 503.93 | |
| 0.0094 | 1.81 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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