S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:27.28% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.50 | |
| 0.0525 | 16.59 | |
| 0.9612 | 487.40 | |
| -0.0295 | -8.37 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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