S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.15% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 20.10 | |
| 0.0518 | 16.07 | |
| 0.9232 | 414.92 | |
| 0.0289 | 5.19 |
Estimation Period:
Jan 6, 1995 to Feb 6, 2026
Jan 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Energy and Metals Spot Index Analyses
Other GJR-GARCH Analyses on Commodities