S&P GSCI Lead Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.45% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 13.14 | |
| 0.0364 | 34.31 | |
| 0.9593 | 849.68 | |
| -0.1478 | -3.13 |
Estimation Period:
Jan 6, 1995 to Feb 6, 2026
Jan 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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