S&P GSCI Industrial Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.69% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 19.40 | |
| 0.0982 | 37.31 | |
| 0.9927 | 2,144.09 | |
| -0.0036 | -1.36 |
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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