S&P GSCI Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:14.72% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 19.23 | |
| 0.0641 | 18.34 | |
| 0.9272 | 503.07 | |
| 0.0094 | 1.80 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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