S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:21.63% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.50 | |
| 0.0462 | 34.71 | |
| 0.9471 | 597.92 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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