S&P GSCI Lead Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.72%
decreased by 0.17%
1 Week
15.84%
decreased by 0.05%
1 Month
16.30%
increased by 0.41%
Analysis last updated: Saturday, June 6, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 12.82 | |
| 0.0361 | 34.60 | |
| 0.9599 | 872.67 | |
| -0.1470 | -3.14 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
Other S&P GSCI Lead Spot Index Analyses
Other AGARCH Analyses on Commodities