S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.24% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 16.65 | |
| 0.0537 | 38.03 | |
| 0.9429 | 672.99 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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