S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:13.19% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 11.97 | |
| 0.0325 | 14.50 | |
| 0.9654 | 861.21 | |
| -0.0018 | -0.53 |
Estimation Period:
Jan 6, 1995 to Oct 31, 2025
Jan 6, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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