S&P GSCI All Crude Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
54.59%
decreased by 2.91%
1 Week
54.27%
decreased by 3.23%
1 Month
53.07%
decreased by 4.43%
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 | |
|---|---|---|
| 0.0613 | 21.55 | |
| 0.0929 | 46.42 | |
| 0.8945 | 506.21 | |
| 0.4365 | 15.71 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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