S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:4.15% (-27.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.8329 | 104.44 | |
| 0.3000 | 1,013.53 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Light Energy Spot Index Analyses
Other MF2-GARCH Analyses on Commodities