S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.03% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 5.35 | |
| 0.0905 | 15.72 | |
| 0.9924 | 1,277.27 | |
| 0.0265 | 5.59 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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