S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
15.63%
decreased by 0.09%
1 Week
15.72%
decreased by 0.00%
1 Month
16.09%
increased by 0.37%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0398 | 5.72 | |
| 0.0327 | 46.06 | |
| 0.9972 | 2,010.38 | |
| 6.9516 | 7.93 |
Estimation Period:
Jan 6, 1995 to Apr 17, 2026
Jan 6, 1995 to Apr 17, 2026
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