S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:0.38% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7496 | 7,495,970.00 | |
| 0.0004 | 4,030.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2658 | 12,658,490.00 | |
| 0.0567 | 567,070.00 | |
| 0.0148 | 148,140.00 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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