S&P GSCI Energy and Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.49% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 14.54 | |
| 0.1389 | 28.67 | |
| 0.9848 | 1,110.20 | |
| -0.0319 | -8.46 |
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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