S&P GSCI Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
32.04%
decreased by 0.88%
1 Week
32.02%
decreased by 0.90%
1 Month
31.92%
decreased by 1.00%
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 | |
|---|---|---|
| 0.0119 | 20.09 | |
| 0.0704 | 35.57 | |
| 0.9260 | 507.11 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Spot Index Analyses
Other GARCH Analyses on Commodities