S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:28.42% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0559 | 21.05 | |
| 0.9575 | 443.91 | |
| -0.0306 | -11.41 | |
| 0.0006 | 30.45 | |
| 0.0000 | 0.13 | |
| 0.9999 | 12,344.07 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Precious Metals Spot Index Analyses
Other MF2-GARCH Analyses on Commodities