S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
28.40%
increased by 0.75%
1 Week
28.32%
increased by 0.67%
1 Month
28.03%
increased by 0.38%
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 | |
|---|---|---|
| 0.0060 | 5.28 | |
| 0.0923 | 15.98 | |
| 0.9925 | 1,283.91 | |
| 0.0283 | 5.92 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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