S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:25.77% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.49 | |
| 0.0526 | 16.60 | |
| 0.9611 | 486.12 | |
| -0.0296 | -8.37 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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