S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 20th, 2026
1 Day
6.08%
decreased by 1.23%
1 Week
4.50%
decreased by 2.81%
1 Month
3.57%
decreased by 3.74%
Analysis last updated: Friday, April 17, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7874 | 7,874,120.00 | |
| 0.0005 | 5,350.00 | |
| 0.4241 | 4,241,070.00 | |
| 2.0299 | 20,298,710.00 | |
| 0.0372 | 371,550.00 | |
| 0.1876 | 1,876,040.00 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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