S&P GSCI Lead Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:16.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 13.16 | |
| 0.0363 | 34.35 | |
| 0.9594 | 854.33 | |
| -0.1484 | -3.14 |
Estimation Period:
Jan 6, 1995 to Mar 6, 2026
Jan 6, 1995 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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