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V-Lab

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, May 25th, 2026

1 Day

8.67%

decreased by 1.39%

1 Week

13.80%

increased by 3.74%

1 Month

38.52%

increased by 28.46%

Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC

Date Range:

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graph of S&P GSCI Precious Metals Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time