S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
52.33%
increased by 2.12%
1 Week
50.60%
increased by 0.39%
1 Month
49.18%
decreased by 1.03%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1011 | 19.45 | |
| 0.6543 | 25.79 | |
| -0.0140 | -2.32 | |
| 0.0099 | 1.22 | |
| 0.0538 | 2.49 | |
| 0.9427 | 40.18 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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