S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.64% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 19.83 | |
| 0.0505 | 15.81 | |
| 0.9242 | 418.55 | |
| 0.0297 | 5.35 |
Estimation Period:
Jan 6, 1995 to Nov 21, 2025
Jan 6, 1995 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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