S&P GSCI Precious Metals Spot Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:27.05% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.76 | |
| 0.0375 | 19.49 | |
| 0.9588 | 496.00 | |
| -0.3712 | -13.03 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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