S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.25% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0486 | 13.56 | |
| 0.8701 | 107.61 | |
| 0.0495 | 9.75 | |
| 0.0157 | 5.10 | |
| 0.0276 | 4.20 | |
| 0.9672 | 128.08 |
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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