S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:16.63% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 12.29 | |
| 0.0313 | 30.81 | |
| 0.9657 | 875.56 |
Estimation Period:
Jan 6, 1995 to Mar 13, 2026
Jan 6, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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