S&P GSCI Lead Spot Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
14.79%
decreased by 0.18%
1 Week
14.89%
decreased by 0.08%
1 Month
15.27%
increased by 0.30%
Analysis last updated: Wednesday, June 17, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 12.06 | |
| 0.0310 | 30.99 | |
| 0.9662 | 895.50 |
Estimation Period:
Jan 6, 1995 to Jun 12, 2026
Jan 6, 1995 to Jun 12, 2026
Other S&P GSCI Lead Spot Index Analyses
Other GARCH Analyses on Commodities