S&P GSCI Energy and Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
37.59%
increased by 1.55%
1 Week
37.42%
increased by 1.38%
1 Month
36.80%
increased by 0.76%
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 | |
|---|---|---|
| 0.0211 | 15.97 | |
| 0.1435 | 30.28 | |
| 0.9850 | 1,148.06 | |
| -0.0278 | -7.41 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
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