S&P GSCI Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.26%
decreased by 0.27%
1 Week
26.28%
decreased by 0.25%
1 Month
26.34%
decreased by 0.19%
Analysis last updated: Saturday, June 13, 2026 at 12:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 20.30 | |
| 0.0705 | 35.58 | |
| 0.9257 | 506.67 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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