S&P GSCI All Crude Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
47.91%
decreased by 2.09%
1 Week
47.72%
decreased by 2.28%
1 Month
47.01%
decreased by 2.99%
Analysis last updated: Friday, June 5, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 21.66 | |
| 0.0929 | 46.36 | |
| 0.8944 | 506.18 | |
| 0.4365 | 15.70 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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