S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
52.32%
increased by 8.66%
1 Week
51.98%
decreased by 0.34%
1 Month
50.68%
decreased by 1.64%
Analysis last updated: Monday, March 23, 2026 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 20.64 | |
| 0.0679 | 30.34 | |
| 0.9223 | 407.75 |
Estimation Period:
Jan 6, 1995 to Mar 20, 2026
Jan 6, 1995 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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