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 1st, 2025:21.01% (-0.32%)

Analysis last updated: Monday, June 30, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0536	20.20
$β$	0.9588	439.82
$γ$	-0.0283	-10.66
$λ_{1}$	0.0006	29.30
$λ_{2}$	0.0000	0.10
$λ_{3}$	0.9999	10,099.76

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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