S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
21.23%
decreased by 0.17%
1 Week
21.23%
decreased by 0.17%
1 Month
21.26%
decreased by 0.14%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9450 | 4.68 | |
| 0.0426 | 39.99 | |
| 0.9966 | 1,335.91 | |
| 7.8760 | 5.82 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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