S&P GSCI Platinum Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
45.52%
increased by 1.99%
1 Week
45.18%
increased by 1.65%
1 Month
43.95%
increased by 0.42%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 15.90 | |
| 0.1163 | 32.97 | |
| 0.9914 | 1,884.78 | |
| 0.0102 | 3.10 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Platinum Index Analyses
Other EGARCH Analyses on Commodities