S&P GSCI Energy and Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
37.98%
decreased by 0.70%
1 Week
37.80%
decreased by 0.88%
1 Month
37.14%
decreased by 1.54%
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 | |
|---|---|---|
| 0.0210 | 15.93 | |
| 0.1435 | 30.28 | |
| 0.9851 | 1,145.49 | |
| -0.0278 | -7.41 |
Estimation Period:
Jan 6, 1995 to May 15, 2026
Jan 6, 1995 to May 15, 2026
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