S&P GSCI Light Energy Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.02% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 16.07 | |
| 0.0531 | 21.00 | |
| 0.9419 | 667.57 | |
| 0.0032 | 0.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Light Energy Spot Index Analyses
Other GJR-GARCH Analyses on Commodities