S&P GSCI Platinum Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
36.59%
increased by 2.96%
1 Week
36.46%
increased by 2.83%
1 Month
35.94%
increased by 2.31%
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 | |
|---|---|---|
| 0.0106 | 15.91 | |
| 0.1161 | 32.99 | |
| 0.9914 | 1,895.53 | |
| 0.0102 | 3.10 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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