S&P GSCI Lead Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:13.28% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 16.18 | |
| 0.0764 | 30.38 | |
| 0.9961 | 3,027.61 | |
| 0.0047 | 1.68 |
Estimation Period:
Jan 6, 1995 to Nov 7, 2025
Jan 6, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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