S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:15.92% (-7.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7197 | 7,197,260.00 | |
| 0.0303 | 302,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0677 | 21.03 | |
| 0.9596 | 3,634.99 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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