S&P GSCI Light Energy Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.83% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 16.78 | |
| 0.0555 | 38.30 | |
| 0.9412 | 657.72 | |
| -0.0030 | -0.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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