S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
36.33%
decreased by 0.71%
1 Week
36.33%
decreased by 0.71%
1 Month
36.30%
decreased by 0.74%
Analysis last updated: Wednesday, April 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.16 | |
| 0.0547 | 16.54 | |
| 0.9605 | 486.55 | |
| -0.0319 | -8.62 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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