S&P GSCI Light Energy Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.15%
increased by 1.37%
1 Week
16.15%
increased by 1.37%
1 Month
16.17%
increased by 1.39%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 16.65 | |
| 0.0543 | 38.24 | |
| 0.9425 | 670.79 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI Light Energy Spot Index Analyses
Other GARCH Analyses on Commodities