S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:26.23% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0561 | 21.01 | |
| 0.9573 | 440.52 | |
| -0.0304 | -11.34 | |
| 0.0006 | 30.85 | |
| 0.0000 | 0.12 | |
| 0.9999 | 11,903.19 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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