S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.60% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.18 | |
| 0.0939 | 15.85 | |
| 0.9925 | 1,251.64 | |
| 0.0297 | 6.01 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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