S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:10.90% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 16.59 | |
| 0.0539 | 37.98 | |
| 0.9427 | 670.49 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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