S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.17% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 14.60 | |
| 0.0434 | 17.00 | |
| 0.9477 | 593.08 | |
| 0.0044 | 1.17 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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