S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
13.41%
decreased by 0.01%
1 Week
13.53%
increased by 0.11%
1 Month
13.98%
increased by 0.56%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 3.0621 | 5.80 | |
| 0.0328 | 47.19 | |
| 0.9973 | 2,177.51 | |
| 6.9326 | 8.36 |
Estimation Period:
Jan 6, 1995 to May 8, 2026
Jan 6, 1995 to May 8, 2026
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