S&P GSCI Energy and Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
39.02%
decreased by 0.78%
1 Week
38.87%
decreased by 0.93%
1 Month
38.31%
decreased by 1.49%
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 | |
|---|---|---|
| 0.0348 | 20.62 | |
| 0.0682 | 30.64 | |
| 0.9222 | 411.35 |
Estimation Period:
Jan 6, 1995 to May 15, 2026
Jan 6, 1995 to May 15, 2026
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