S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
53.32%
increased by 13.64%
1 Week
52.14%
decreased by 1.18%
1 Month
47.72%
decreased by 5.60%
Analysis last updated: Monday, March 23, 2026 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0519 | 14.86 | |
| 0.8713 | 105.30 | |
| 0.0445 | 8.96 | |
| 0.0167 | 5.17 | |
| 0.0284 | 4.03 | |
| 0.9662 | 120.03 |
Estimation Period:
Jan 6, 1995 to Mar 20, 2026
Jan 6, 1995 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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