S&P GSCI Platinum Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
36.49%
decreased by 0.12%
1 Week
36.41%
decreased by 0.20%
1 Month
36.09%
decreased by 0.52%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 17.07 | |
| 0.0535 | 39.50 | |
| 0.9419 | 678.09 | |
| -0.0819 | -3.10 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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