S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
42.82%
decreased by 0.71%
1 Week
42.74%
decreased by 0.79%
1 Month
42.42%
decreased by 1.11%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 14.08 | |
| 0.0583 | 20.69 | |
| 0.9482 | 631.30 | |
| -0.0197 | -5.12 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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