S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:-0.00% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5691 | 26.86 | |
| 0.3000 | 19.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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