S&P GSCI Light Energy Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:9.47% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 15.63 | |
| 0.0511 | 20.72 | |
| 0.9431 | 681.90 | |
| 0.0048 | 1.19 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Light Energy Spot Index Analyses
Other GJR-GARCH Analyses on Commodities