S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
16.68%
increased by 0.54%
1 Week
16.69%
increased by 0.55%
1 Month
16.69%
increased by 0.55%
Analysis last updated: Monday, May 11, 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 | |
|---|---|---|
| 0.0038 | 16.68 | |
| 0.0543 | 38.21 | |
| 0.9424 | 669.30 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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