S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:21.73% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 5.37 | |
| 0.0907 | 15.61 | |
| 0.9923 | 1,270.51 | |
| 0.0259 | 5.42 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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