S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:27.99% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.45 | |
| 0.0525 | 16.68 | |
| 0.9613 | 490.95 | |
| -0.0297 | -8.43 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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