S&P GSCI Lead Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.24%
increased by 0.35%
1 Week
15.34%
increased by 0.45%
1 Month
15.77%
increased by 0.88%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 16.34 | |
| 0.0749 | 30.59 | |
| 0.9962 | 3,224.00 | |
| 0.0053 | 1.94 |
Estimation Period:
Jan 6, 1995 to Jun 12, 2026
Jan 6, 1995 to Jun 12, 2026
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