S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:0.89% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1045 | 50.42 | |
| 0.2065 | 39.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Spot Index Analyses
Other MF2-GARCH Analyses on Commodities