S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:12.54% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 16.62 | |
| 0.0540 | 37.93 | |
| 0.9426 | 668.52 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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