S&P GSCI Energy and Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:41.98% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 15.62 | |
| 0.1428 | 29.64 | |
| 0.9847 | 1,125.40 | |
| -0.0292 | -7.75 |
Estimation Period:
Jan 6, 1995 to Mar 13, 2026
Jan 6, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Energy and Metals Spot Index Analyses
Other EGARCH Analyses on Commodities