S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.34% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 11.84 | |
| 0.0317 | 30.70 | |
| 0.9654 | 858.88 |
Estimation Period:
Jan 6, 1995 to Oct 31, 2025
Jan 6, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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