S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:12.95% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 11.89 | |
| 0.0325 | 14.53 | |
| 0.9655 | 864.34 | |
| -0.0018 | -0.53 |
Estimation Period:
Jan 6, 1995 to Nov 7, 2025
Jan 6, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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