S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
15.19%
increased by 1.15%
1 Week
15.29%
increased by 1.25%
1 Month
15.66%
increased by 1.62%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0571 | 5.80 | |
| 0.0327 | 47.17 | |
| 0.9973 | 2,177.52 | |
| 6.9392 | 8.33 |
Estimation Period:
Jan 6, 1995 to May 29, 2026
Jan 6, 1995 to May 29, 2026
Other GAS-GARCH Student T Analyses on Commodities