S&P GSCI Lead Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.98%
decreased by 0.06%
1 Week
15.09%
increased by 0.05%
1 Month
15.52%
increased by 0.48%
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 | |
|---|---|---|
| 0.0067 | 16.31 | |
| 0.0750 | 30.58 | |
| 0.9962 | 3,213.55 | |
| 0.0053 | 1.94 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
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