S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.70% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0600 | 21.18 | |
| 0.9555 | 428.49 | |
| -0.0345 | -12.17 | |
| 0.0008 | 30.35 | |
| 0.0000 | 0.13 | |
| 0.9999 | 13,331.35 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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