S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.91% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.72 | |
| 0.0449 | 17.41 | |
| 0.9469 | 591.81 | |
| 0.0032 | 0.84 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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