S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.78%
decreased by 0.49%
1 Week
20.79%
decreased by 0.48%
1 Month
20.82%
decreased by 0.45%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9351 | 4.68 | |
| 0.0425 | 39.89 | |
| 0.9966 | 1,321.70 | |
| 7.8936 | 5.77 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
Other GAS-GARCH Student T Analyses on Commodities