S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.43% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.04 | |
| 0.0557 | 16.03 | |
| 0.9600 | 480.01 | |
| -0.0328 | -8.50 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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