S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.86% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0539 | 22.23 | |
| 0.9048 | 311.25 | |
| 0.0266 | 9.72 | |
| 0.0068 | 11.63 | |
| 0.0658 | 23.71 | |
| 0.9310 | 305.93 |
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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