S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
15.97%
decreased by 0.13%
1 Week
16.06%
decreased by 0.04%
1 Month
16.41%
increased by 0.31%
Analysis last updated: Monday, March 30, 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 | |
|---|---|---|
| 0.0087 | 12.22 | |
| 0.0312 | 30.83 | |
| 0.9659 | 881.29 |
Estimation Period:
Jan 6, 1995 to Mar 27, 2026
Jan 6, 1995 to Mar 27, 2026
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