S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:11.61% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 16.62 | |
| 0.0540 | 37.92 | |
| 0.9426 | 668.03 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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