S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
31.37%
decreased by 0.79%
1 Week
31.33%
decreased by 0.83%
1 Month
31.13%
decreased by 1.03%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4289 | 5.57 | |
| 0.0375 | 63.92 | |
| 0.9975 | 2,432.94 | |
| 4.4777 | 27.47 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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