S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
19.24%
increased by 0.53%
1 Week
19.26%
increased by 0.55%
1 Month
19.34%
increased by 0.63%
Analysis last updated: Wednesday, April 22, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9309 | 4.69 | |
| 0.0426 | 39.76 | |
| 0.9965 | 1,318.19 | |
| 7.8956 | 5.77 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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