S&P GSCI Precious Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.40% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 11.77 | |
| 0.0369 | 19.52 | |
| 0.9617 | 512.92 |
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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