S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:36.59% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 20.15 | |
| 0.0526 | 16.30 | |
| 0.9233 | 417.96 | |
| 0.0277 | 4.98 |
Estimation Period:
Jan 6, 1995 to Mar 6, 2026
Jan 6, 1995 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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