S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.11% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 12.16 | |
| 0.0326 | 14.44 | |
| 0.9652 | 851.11 | |
| -0.0018 | -0.54 |
Estimation Period:
Jan 6, 1995 to Oct 10, 2025
Jan 6, 1995 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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