S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
39.72%
decreased by 0.80%
1 Week
39.71%
decreased by 0.81%
1 Month
39.68%
decreased by 0.84%
Analysis last updated: Monday, April 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 | |
|---|---|---|
| 0.0033 | 10.13 | |
| 0.0548 | 16.46 | |
| 0.9604 | 486.54 | |
| -0.0320 | -8.59 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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