S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.07% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 9.94 | |
| 0.0563 | 15.68 | |
| 0.9597 | 473.23 | |
| -0.0332 | -8.38 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Precious Metals Spot Index Analyses
Other GJR-GARCH Analyses on Commodities