S&P GSCI Industrial Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.69%
increased by 1.36%
1 Week
18.75%
increased by 1.42%
1 Month
18.99%
increased by 1.66%
Analysis last updated: Saturday, June 6, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 19.24 | |
| 0.0970 | 37.38 | |
| 0.9927 | 2,162.77 | |
| -0.0036 | -1.38 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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