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 Wednesday, August 27th, 2025:15.91% (-0.22%)

Analysis last updated: Tuesday, August 26, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0542	20.57
$β$	0.9582	444.03
$γ$	-0.0286	-10.71
$λ_{1}$	0.0006	29.45
$λ_{2}$	0.0000	0.11
$λ_{3}$	0.9999	10,987.52

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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