S&P GSCI Energy and Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:17.82% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.51 | |
| 0.1393 | 28.61 | |
| 0.9846 | 1,096.40 | |
| -0.0323 | -8.52 |
Estimation Period:
Jan 6, 1995 to Nov 7, 2025
Jan 6, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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