S&P GSCI Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
31.12%
decreased by 1.20%
1 Week
31.10%
decreased by 1.22%
1 Month
31.02%
decreased by 1.30%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 21.67 | |
| 0.0765 | 40.91 | |
| 0.9192 | 544.55 | |
| 0.0234 | 1.43 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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