S&P GSCI Energy and Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:17.36% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 15.38 | |
| 0.0681 | 30.70 | |
| 0.9203 | 401.70 | |
| 0.3259 | 11.38 |
Estimation Period:
Jan 6, 1995 to Dec 5, 2025
Jan 6, 1995 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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