S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.06% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 20.66 | |
| 0.0673 | 29.90 | |
| 0.9227 | 405.06 |
Estimation Period:
Jan 6, 1995 to Feb 6, 2026
Jan 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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