S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
20.21%
decreased by 0.41%
1 Week
20.20%
decreased by 0.42%
1 Month
20.17%
decreased by 0.45%
Analysis last updated: Friday, March 27, 2026 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.54 | |
| 0.0460 | 34.67 | |
| 0.9472 | 598.74 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
News Impact Curve
Volatility Forecasts
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