S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.36% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0703 | 15.35 | |
| 0.6778 | 36.34 | |
| 0.0262 | 4.83 | |
| 0.0060 | 0.95 | |
| 0.0266 | 2.32 | |
| 0.9713 | 76.15 |
Estimation Period:
Jan 6, 1995 to Feb 6, 2026
Jan 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lead Spot Index Analyses
Other MF2-GARCH Analyses on Commodities