S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:23.64% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 20.52 | |
| 0.0667 | 29.65 | |
| 0.9232 | 404.93 |
Estimation Period:
Jan 6, 1995 to Oct 24, 2025
Jan 6, 1995 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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