S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
54.49%
increased by 1.58%
1 Week
54.36%
increased by 1.45%
1 Month
53.84%
increased by 0.93%
Analysis last updated: Saturday, June 27, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1513 | 5.30 | |
| 0.0588 | 55.72 | |
| 0.9949 | 1,034.16 | |
| 6.4330 | 9.45 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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