S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
16.64%
decreased by 0.32%
1 Week
16.73%
decreased by 0.23%
1 Month
17.06%
increased by 0.10%
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 | |
|---|---|---|
| 3.0399 | 5.69 | |
| 0.0328 | 45.58 | |
| 0.9971 | 1,943.63 | |
| 6.9593 | 7.79 |
Estimation Period:
Jan 6, 1995 to Mar 27, 2026
Jan 6, 1995 to Mar 27, 2026
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