S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
39.75%
decreased by 0.45%
1 Week
39.68%
decreased by 0.52%
1 Month
39.43%
decreased by 0.77%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 14.13 | |
| 0.0581 | 20.74 | |
| 0.9484 | 638.20 | |
| -0.0196 | -5.11 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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