S&P GSCI All Crude Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
54.24%
increased by 0.86%
1 Week
53.86%
increased by 0.48%
1 Month
52.49%
decreased by 0.89%
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 | |
|---|---|---|
| 0.0270 | 18.71 | |
| 0.1601 | 32.35 | |
| 0.9861 | 1,422.90 | |
| -0.0319 | -7.26 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI All Crude Spot Index Analyses
Other EGARCH Analyses on Commodities