S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.80% (-0.20%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0033 | 10.55 | |
0.0509 | 16.32 | |
0.9617 | 490.69 | |
-0.0280 | -8.01 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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