V-Lab: S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:19.42% (-0.36%)

Analysis last updated: Monday, July 14, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0537	20.28
$β$	0.9586	440.14
$γ$	-0.0284	-10.67
$λ_{1}$	0.0006	29.10
$λ_{2}$	0.0000	0.11
$λ_{3}$	0.9999	10,307.98

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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