S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
45.09%
increased by 0.96%
1 Week
45.00%
increased by 0.87%
1 Month
44.65%
increased by 0.52%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4608 | 5.73 | |
| 0.0376 | 64.77 | |
| 0.9976 | 2,625.24 | |
| 4.4657 | 28.75 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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