S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.67%
increased by 2.40%
1 Week
26.62%
increased by 2.35%
1 Month
26.44%
increased by 2.17%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 5.35 | |
| 0.0922 | 16.05 | |
| 0.9925 | 1,314.61 | |
| 0.0279 | 5.90 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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