S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:3.43% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7482 | 7,482,450.00 | |
| 0.0018 | 17,550.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1478 | 63.52 | |
| 0.1688 | 46.43 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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