S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
16.57%
decreased by 0.36%
1 Week
16.61%
decreased by 0.32%
1 Month
16.77%
decreased by 0.16%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.86 | |
| 0.0444 | 17.33 | |
| 0.9472 | 596.11 | |
| 0.0032 | 0.84 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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