S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:23.83% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.50 | |
| 0.0515 | 16.44 | |
| 0.9616 | 489.85 | |
| -0.0285 | -8.14 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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