S&P GSCI Precious Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:49.20% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -1.48 | |
| 0.0390 | 19.63 | |
| 0.9577 | 488.61 | |
| -0.3846 | -13.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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