S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:24.79% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0559 | 20.98 | |
| 0.9574 | 441.61 | |
| -0.0303 | -11.31 | |
| 0.0006 | 30.30 | |
| 0.0000 | 0.12 | |
| 0.9999 | 11,903.20 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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