S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:14.62% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0705 | 15.35 | |
| 0.6733 | 36.42 | |
| 0.0289 | 5.27 | |
| 0.0057 | 0.92 | |
| 0.0266 | 2.35 | |
| 0.9715 | 77.57 |
Estimation Period:
Jan 6, 1995 to Jan 9, 2026
Jan 6, 1995 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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