S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
16.90%
decreased by 0.50%
1 Week
16.94%
decreased by 0.46%
1 Month
17.10%
decreased by 0.30%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8819 | 4.70 | |
| 0.0430 | 38.96 | |
| 0.9963 | 1,237.70 | |
| 7.8919 | 5.65 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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