S&P GSCI Energy and Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.93% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 15.58 | |
| 0.0680 | 30.71 | |
| 0.9204 | 402.26 | |
| 0.3219 | 11.26 |
Estimation Period:
Jan 6, 1995 to Jan 23, 2026
Jan 6, 1995 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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