S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
29.03%
decreased by 0.32%
1 Week
28.95%
decreased by 0.40%
1 Month
28.61%
decreased by 0.74%
Analysis last updated: Monday, May 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 5.27 | |
| 0.0924 | 15.97 | |
| 0.9925 | 1,280.59 | |
| 0.0283 | 5.92 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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