S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.80% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 14.34 | |
| 0.0453 | 34.22 | |
| 0.9480 | 602.27 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Industrial Metals Spot Index Analyses
Other GARCH Analyses on Commodities