S&P GSCI All Crude Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
57.39%
decreased by 0.17%
1 Week
56.90%
decreased by 0.66%
1 Month
55.17%
decreased by 2.39%
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 | |
|---|---|---|
| 0.0269 | 18.65 | |
| 0.1601 | 32.37 | |
| 0.9862 | 1,418.92 | |
| -0.0320 | -7.27 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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