S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.92%
increased by 1.69%
1 Week
18.94%
increased by 1.71%
1 Month
19.03%
increased by 1.80%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9180 | 4.68 | |
| 0.0426 | 39.66 | |
| 0.9965 | 1,297.54 | |
| 7.8852 | 5.74 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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