S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:-0.00% (-27.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7068 | 7,067,550.00 | |
| 0.0432 | 432,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0811 | 9.98 | |
| 0.9423 | 33.94 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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