S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
69.65%
decreased by 2.19%
1 Week
69.28%
decreased by 2.56%
1 Month
67.85%
decreased by 3.99%
Analysis last updated: Saturday, May 2, 2026 at 03:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 25.08 | |
| 0.0791 | 35.35 | |
| 0.9128 | 441.39 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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