S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:48.23% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 20.62 | |
| 0.0681 | 30.31 | |
| 0.9222 | 406.78 |
Estimation Period:
Jan 6, 1995 to Mar 13, 2026
Jan 6, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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