S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:19.51% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 20.46 | |
| 0.0664 | 29.69 | |
| 0.9237 | 408.55 |
Estimation Period:
Jan 6, 1995 to Dec 19, 2025
Jan 6, 1995 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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