S&P GSCI Industrial Metals Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.76%
decreased by 0.51%
1 Week
20.74%
decreased by 0.53%
1 Month
20.67%
decreased by 0.60%
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 | |
|---|---|---|
| 0.0112 | 16.23 | |
| 0.0490 | 37.62 | |
| 0.9434 | 619.87 | |
| 0.0509 | 2.54 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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