S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:24.45% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0548 | 20.77 | |
| 0.9579 | 444.30 | |
| -0.0292 | -10.97 | |
| 0.0006 | 31.26 | |
| 0.0000 | 0.12 | |
| 0.9999 | 11,492.75 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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