S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.27%
decreased by 0.51%
1 Week
25.28%
decreased by 0.50%
1 Month
25.31%
decreased by 0.47%
Analysis last updated: Monday, June 8, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 10.50 | |
| 0.0548 | 16.70 | |
| 0.9601 | 485.65 | |
| -0.0320 | -8.70 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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