S&P GSCI Industrial Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.81%
increased by 1.91%
1 Week
18.82%
increased by 1.92%
1 Month
18.86%
increased by 1.96%
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 | |
|---|---|---|
| 0.0102 | 14.62 | |
| 0.0460 | 34.71 | |
| 0.9472 | 600.26 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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