S&P GSCI Spot Index GARCH Volatility Analysis
Volatility prediction for Thursday, March 26th, 2026
1 Day
39.55%
decreased by 1.04%
1 Week
39.48%
decreased by 1.11%
1 Month
39.19%
decreased by 1.40%
Analysis last updated: Wednesday, March 25, 2026 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 20.12 | |
| 0.0701 | 35.34 | |
| 0.9261 | 504.68 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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