S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:22.28% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0558 | 20.98 | |
| 0.9574 | 441.80 | |
| -0.0303 | -11.28 | |
| 0.0006 | 29.90 | |
| 0.0000 | 0.12 | |
| 0.9999 | 12,193.51 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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