S&P GSCI Industrial Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:14.38% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 18.68 | |
| 0.0960 | 36.84 | |
| 0.9930 | 2,196.83 | |
| -0.0047 | -1.80 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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