S&P GSCI All Crude Spot Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
52.06%
decreased by 2.36%
1 Week
51.75%
decreased by 2.67%
1 Month
50.62%
decreased by 3.80%
Analysis last updated: Tuesday, June 23, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 18.75 | |
| 0.1602 | 32.35 | |
| 0.9860 | 1,420.78 | |
| -0.0319 | -7.25 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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