S&P GSCI Precious Metals Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.54% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 11.71 | |
| 0.0393 | 19.42 | |
| 0.9600 | 492.55 |
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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