S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
8.67%
decreased by 1.39%
1 Week
13.80%
increased by 3.74%
1 Month
38.52%
increased by 28.46%
Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.8760 | 8,759,920.00 | |
| 0.0190 | 189,560.00 | |
| 0.2101 | 2,101,050.00 | |
| 1.4187 | 14,187,070.00 | |
| 0.1111 | 1,110,960.00 | |
| 0.6711 | 6,710,600.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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