S&P GSCI Industrial Metals Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.59%
increased by 1.95%
1 Week
18.61%
increased by 1.97%
1 Month
18.66%
increased by 2.02%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 16.24 | |
| 0.0491 | 37.56 | |
| 0.9434 | 618.20 | |
| 0.0496 | 2.47 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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