S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.42%
decreased by 0.11%
1 Week
15.51%
decreased by 0.02%
1 Month
15.88%
increased by 0.35%
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 | |
|---|---|---|
| 3.0436 | 5.75 | |
| 0.0327 | 46.54 | |
| 0.9972 | 2,077.55 | |
| 6.9434 | 8.11 |
Estimation Period:
Jan 6, 1995 to Jun 5, 2026
Jan 6, 1995 to Jun 5, 2026
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