S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
56.46%
decreased by 0.14%
1 Week
56.32%
decreased by 0.28%
1 Month
55.74%
decreased by 0.86%
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 | |
|---|---|---|
| 6.1574 | 5.28 | |
| 0.0589 | 55.53 | |
| 0.9949 | 1,033.09 | |
| 6.4159 | 9.47 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Commodities