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S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:19.30% (-0.60%)
Analysis last updated: Friday, November 14, 2025 at 12:48 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P GSCI Energy and Metals Spot Index MF2-GARCH
paramt-stat
m41
α0.046912.96
β0.8706108.15
γ0.05129.91
λ10.01535.02
λ20.02784.20
λ30.9671127.89
Estimation Period:
Jan 6, 1995 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts