S&P GSCI Precious Metals Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.67%
increased by 0.95%
1 Week
24.65%
increased by 0.93%
1 Month
24.58%
increased by 0.86%
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 | |
|---|---|---|
| 0.0060 | 5.26 | |
| 0.0924 | 15.99 | |
| 0.9924 | 1,290.49 | |
| 0.0283 | 5.95 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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