S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
34.81%
increased by 0.61%
1 Week
34.72%
increased by 0.52%
1 Month
34.41%
increased by 0.21%
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 | |
|---|---|---|
| 0.0351 | 20.78 | |
| 0.0682 | 30.68 | |
| 0.9221 | 412.00 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
Other S&P GSCI Energy and Metals Spot Index Analyses
Other GARCH Analyses on Commodities