S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:15.86% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 14.38 | |
| 0.0456 | 34.20 | |
| 0.9477 | 598.68 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Industrial Metals Spot Index Analyses
Other GARCH Analyses on Commodities