S&P GSCI Silver Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
51.15%
decreased by 1.24%
1 Week
51.01%
decreased by 1.38%
1 Month
50.45%
decreased by 1.94%
Analysis last updated: Tuesday, June 16, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 4.49 | |
| 0.0435 | 30.59 | |
| 0.9520 | 665.24 | |
| -0.4986 | -12.97 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other S&P GSCI Silver Index Analyses
Other AGARCH Analyses on Commodities