S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:20.22% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 14.71 | |
| 0.0440 | 17.22 | |
| 0.9476 | 597.11 | |
| 0.0036 | 0.94 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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