S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:33.52% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0560 | 21.09 | |
| 0.9575 | 444.31 | |
| -0.0306 | -11.42 | |
| 0.0006 | 29.43 | |
| 0.0000 | 0.13 | |
| 0.9999 | 12,498.38 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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