S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.24% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 12.28 | |
| 0.0314 | 30.77 | |
| 0.9656 | 868.31 |
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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