V-Lab: S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

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S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:28.63% (+1.40%)

Analysis last updated: Thursday, November 13, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0559	20.99
$β$	0.9574	441.39
$γ$	-0.0304	-11.34
$λ_{1}$	0.0006	30.50
$λ_{2}$	0.0000	0.12
$λ_{3}$	0.9999	11,903.19

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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