S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.63% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.19 | |
| 0.0936 | 15.91 | |
| 0.9925 | 1,253.21 | |
| 0.0295 | 6.00 |
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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