S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:25.28% (+15.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7482 | 7,482,450.00 | |
| 0.0018 | 17,550.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1550 | 72.56 | |
| 0.1632 | 44.14 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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