S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:19.44% (-0.14%)
Parameter Estimates
param | t-stat | |
---|---|---|
41 | ||
0.0475 | 13.11 | |
0.8704 | 107.31 | |
0.0504 | 9.75 | |
0.0154 | 5.01 | |
0.0279 | 4.17 | |
0.9669 | 126.16 |
Estimation Period:
Jan 6, 1995 to Oct 17, 2025
Jan 6, 1995 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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