S&P GSCI Precious Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
31.07%
increased by 1.40%
1 Week
31.06%
increased by 1.39%
1 Month
31.02%
increased by 1.35%
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 | |
|---|---|---|
| 0.0034 | 12.07 | |
| 0.0382 | 19.76 | |
| 0.9606 | 505.03 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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