S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
29.61%
increased by 0.44%
1 Week
29.58%
increased by 0.41%
1 Month
29.43%
increased by 0.26%
Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2771 | 5.36 | |
| 0.0542 | 53.70 | |
| 0.9964 | 1,528.19 | |
| 7.3187 | 8.46 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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