S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:13.67% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 12.17 | |
| 0.0325 | 14.55 | |
| 0.9654 | 862.77 | |
| -0.0019 | -0.54 |
Estimation Period:
Jan 6, 1995 to Nov 21, 2025
Jan 6, 1995 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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