S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
51.09%
decreased by 0.49%
1 Week
50.93%
decreased by 0.65%
1 Month
50.31%
decreased by 1.27%
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 | |
|---|---|---|
| 0.0533 | 25.36 | |
| 0.0792 | 35.27 | |
| 0.9124 | 439.50 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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