S&P GSCI Precious Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:49.63% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 11.70 | |
| 0.0390 | 19.55 | |
| 0.9602 | 497.52 |
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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