S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.32% (-6.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5240 | 25.16 | |
| 0.3000 | 17.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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