S&P GSCI Light Energy Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:11.60% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 15.80 | |
| 0.0513 | 20.76 | |
| 0.9428 | 680.21 | |
| 0.0049 | 1.21 |
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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