S&P GSCI Energy and Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.72% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 16.03 | |
| 0.0689 | 30.79 | |
| 0.9194 | 397.66 | |
| 0.3098 | 10.90 |
Estimation Period:
Jan 6, 1995 to Feb 6, 2026
Jan 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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