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S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 29th, 2026

1 Day

7.75%

decreased by 12.46%

1 Week

10.51%

decreased by 9.70%

1 Month

24.56%

increased by 4.35%

Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC

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graph of S&P GSCI Industrial Metals Spot Index MF2-GARCH

News Impact Curve

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Volatility Forecast

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