S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
27.81%
increased by 0.29%
1 Week
27.79%
increased by 0.27%
1 Month
27.68%
increased by 0.16%
Analysis last updated: Saturday, June 27, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2668 | 5.36 | |
| 0.0542 | 53.69 | |
| 0.9964 | 1,514.21 | |
| 7.3400 | 8.40 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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