V-Lab: S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:24.60% (-0.44%)

Analysis last updated: Friday, April 18, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0532	20.01
$β$	0.9591	439.34
$γ$	-0.0281	-10.57
$λ_{1}$	0.0006	31.05
$λ_{2}$	0.0000	0.10
$λ_{3}$	0.9999	9,614.20

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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