S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
60.42%
decreased by 0.30%
1 Week
60.14%
decreased by 0.58%
1 Month
59.10%
decreased by 1.62%
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 | |
|---|---|---|
| 0.0529 | 25.20 | |
| 0.0792 | 35.30 | |
| 0.9126 | 440.24 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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