S&P GSCI Industrial Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:20.52% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 16.15 | |
| 0.0492 | 37.58 | |
| 0.9433 | 615.71 | |
| 0.0504 | 2.51 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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