S&P GSCI Platinum Index GARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
37.76%
decreased by 0.95%
1 Week
37.69%
decreased by 1.02%
1 Month
37.42%
decreased by 1.29%
Analysis last updated: Wednesday, July 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 193 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0101 | 15.44*** |
α ARCH Response to squared shocks | 0.0469 | 33.08*** |
β GARCH Volatility persistence | 0.9495 | 654.86*** |
Persistence:
0.996
Half-life:
193 days
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