S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
56.34%
decreased by 1.03%
1 Week
56.21%
decreased by 1.16%
1 Month
55.70%
decreased by 1.67%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 13.64 | |
| 0.0577 | 20.52 | |
| 0.9489 | 627.59 | |
| -0.0193 | -5.05 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
Other S&P GSCI Platinum Index Analyses
Other GJR-GARCH Analyses on Commodities