S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
17.13%
decreased by 0.56%
1 Week
17.10%
decreased by 0.59%
1 Month
17.01%
decreased by 0.68%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7766 | 6.51 | |
| 0.0464 | 40.21 | |
| 0.9958 | 1,583.10 | |
| 8.5298 | 5.74 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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