S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.99%
decreased by 0.19%
1 Week
16.00%
decreased by 0.18%
1 Month
16.02%
decreased by 0.16%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 16.69 | |
| 0.0543 | 38.23 | |
| 0.9424 | 669.30 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Light Energy Spot Index Analyses
Other GARCH Analyses on Commodities