S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:15.20% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 14.37 | |
| 0.0453 | 34.25 | |
| 0.9480 | 603.45 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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