S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:38.08% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.16 | |
| 0.0551 | 16.33 | |
| 0.9603 | 483.27 | |
| -0.0323 | -8.59 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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