S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.10%
increased by 1.50%
1 Week
19.12%
increased by 1.52%
1 Month
19.20%
increased by 1.60%
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 | |
|---|---|---|
| 1.9171 | 4.68 | |
| 0.0425 | 39.63 | |
| 0.9965 | 1,299.23 | |
| 7.8926 | 5.73 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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