S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.85% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 14.58 | |
| 0.0432 | 16.99 | |
| 0.9480 | 598.48 | |
| 0.0043 | 1.15 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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