S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
40.24%
decreased by 1.61%
1 Week
40.15%
decreased by 1.70%
1 Month
39.78%
decreased by 2.07%
Analysis last updated: Thursday, April 9, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2949 | 5.37 | |
| 0.0544 | 53.49 | |
| 0.9964 | 1,544.81 | |
| 7.3463 | 8.45 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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