S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
63.29%
increased by 0.51%
1 Week
63.10%
increased by 0.32%
1 Month
62.34%
decreased by 0.44%
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 | |
|---|---|---|
| 6.1954 | 5.27 | |
| 0.0589 | 55.69 | |
| 0.9949 | 1,042.88 | |
| 6.4042 | 9.55 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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