S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.60% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 11.86 | |
| 0.0316 | 30.77 | |
| 0.9656 | 866.76 |
Estimation Period:
Jan 6, 1995 to Nov 28, 2025
Jan 6, 1995 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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