S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:28.47% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0562 | 23.23 | |
| 0.9050 | 316.12 | |
| 0.0237 | 8.82 | |
| 0.0067 | 12.21 | |
| 0.0638 | 24.07 | |
| 0.9332 | 322.25 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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