S&P GSCI Precious Metals Spot Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
28.35%
decreased by 0.59%
1 Week
28.29%
decreased by 0.65%
1 Month
28.05%
decreased by 0.89%
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 | |
|---|---|---|
| -0.0009 | -1.17 | |
| 0.0383 | 19.91 | |
| 0.9581 | 500.03 | |
| -0.3819 | -13.54 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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