S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:38.60% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0588 | 21.34 | |
| 0.9562 | 435.84 | |
| -0.0336 | -12.15 | |
| 0.0007 | 28.44 | |
| 0.0000 | 0.14 | |
| 0.9999 | 13,331.48 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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