S&P GSCI Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
31.29%
decreased by 0.81%
1 Week
31.18%
decreased by 0.92%
1 Month
30.76%
decreased by 1.34%
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 | |
|---|---|---|
| 0.0104 | 17.44 | |
| 0.1530 | 31.95 | |
| 0.9896 | 1,680.12 | |
| -0.0098 | -2.48 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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