S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
30.40%
decreased by 0.57%
1 Week
30.36%
decreased by 0.61%
1 Month
30.20%
decreased by 0.77%
Analysis last updated: Friday, May 29, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2771 | 5.35 | |
| 0.0542 | 53.66 | |
| 0.9964 | 1,525.85 | |
| 7.3099 | 8.47 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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