S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
31.89%
increased by 1.38%
1 Week
31.89%
increased by 1.38%
1 Month
31.87%
increased by 1.36%
Analysis last updated: Wednesday, May 6, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 10.34 | |
| 0.0548 | 16.59 | |
| 0.9603 | 483.52 | |
| -0.0320 | -8.66 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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