S&P GSCI Lead Spot Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.36%
decreased by 0.23%
1 Week
15.49%
decreased by 0.10%
1 Month
15.97%
increased by 0.38%
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 | |
|---|---|---|
| 0.0107 | 12.82 | |
| 0.0361 | 34.60 | |
| 0.9599 | 872.67 | |
| -0.1470 | -3.14 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
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