S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:27.82% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.47 | |
| 0.0526 | 16.63 | |
| 0.9611 | 487.62 | |
| -0.0296 | -8.38 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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