S&P GSCI Industrial Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.70% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 19.12 | |
| 0.0966 | 37.09 | |
| 0.9929 | 2,182.10 | |
| -0.0039 | -1.50 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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