S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:14.07% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 12.01 | |
| 0.0324 | 14.59 | |
| 0.9657 | 873.14 | |
| -0.0019 | -0.55 |
Estimation Period:
Jan 6, 1995 to Dec 12, 2025
Jan 6, 1995 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lead Spot Index Analyses
Other GJR-GARCH Analyses on Commodities