Skip to main content
V-Lab

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 8th, 2026

1 Day

8.24%

increased by 2.98%

1 Week

10.03%

increased by 4.77%

1 Month

18.94%

increased by 13.68%

Analysis last updated: Saturday, June 6, 2026 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time