S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:13.47% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 11.88 | |
| 0.0315 | 30.82 | |
| 0.9658 | 874.78 |
Estimation Period:
Jan 6, 1995 to Dec 26, 2025
Jan 6, 1995 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lead Spot Index Analyses
Other GARCH Analyses on Commodities