S&P GSCI Precious Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:26.41% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 11.91 | |
| 0.0372 | 19.33 | |
| 0.9614 | 504.66 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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