S&P GSCI Light Energy Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:11.31% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 15.81 | |
| 0.0512 | 20.84 | |
| 0.9428 | 682.21 | |
| 0.0050 | 1.23 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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