S&P GSCI Precious Metals Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
28.41%
decreased by 0.19%
1 Week
28.35%
decreased by 0.25%
1 Month
28.11%
decreased by 0.49%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -1.21 | |
| 0.0384 | 19.82 | |
| 0.9580 | 495.33 | |
| -0.3839 | -13.61 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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