S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:20.27% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.77 | |
| 0.0445 | 17.35 | |
| 0.9472 | 594.57 | |
| 0.0033 | 0.86 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Industrial Metals Spot Index Analyses
Other GJR-GARCH Analyses on Commodities