S&P GSCI Light Energy Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:11.38% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 15.80 | |
| 0.0513 | 20.78 | |
| 0.9428 | 680.71 | |
| 0.0049 | 1.21 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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