S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
48.29%
increased by 1.24%
1 Week
48.17%
increased by 1.12%
1 Month
47.69%
increased by 0.64%
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 | |
|---|---|---|
| 0.0534 | 25.44 | |
| 0.0792 | 35.27 | |
| 0.9124 | 440.57 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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