S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.81% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0550 | 22.60 | |
| 0.9043 | 311.40 | |
| 0.0256 | 9.41 | |
| 0.0068 | 11.76 | |
| 0.0652 | 23.71 | |
| 0.9316 | 308.99 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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