S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:45.64% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0521 | 14.85 | |
| 0.8712 | 105.21 | |
| 0.0444 | 8.93 | |
| 0.0168 | 5.17 | |
| 0.0285 | 4.03 | |
| 0.9661 | 119.39 |
Estimation Period:
Jan 6, 1995 to Mar 13, 2026
Jan 6, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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