S&P GSCI Lead Spot Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.21% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 16.38 | |
| 0.0758 | 30.42 | |
| 0.9960 | 3,064.62 | |
| 0.0052 | 1.89 |
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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