S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.33%
decreased by 0.10%
1 Week
15.42%
decreased by 0.01%
1 Month
15.78%
increased by 0.35%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 12.08 | |
| 0.0310 | 30.98 | |
| 0.9662 | 892.98 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
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