S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.34% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0596 | 21.24 | |
| 0.9558 | 431.70 | |
| -0.0342 | -12.17 | |
| 0.0008 | 29.65 | |
| 0.0000 | 0.13 | |
| 0.9999 | 13,155.97 |
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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