S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
31.91%
decreased by 0.79%
1 Week
31.86%
decreased by 0.84%
1 Month
31.67%
decreased by 1.03%
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 | |
|---|---|---|
| 2.2826 | 5.35 | |
| 0.0542 | 53.72 | |
| 0.9964 | 1,532.90 | |
| 7.2998 | 8.51 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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