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V-Lab
S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:19.27% (-0.22%)
Analysis last updated: Saturday, October 11, 2025 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Precious Metals Spot Index MF2-GARCH
paramt-stat
m126
α0.054320.64
β0.9582445.87
γ-0.0287-10.78
λ10.000630.84
λ20.00000.11
λ30.999911,234.44
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts