S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.68%
increased by 2.02%
1 Week
28.64%
increased by 1.98%
1 Month
28.47%
increased by 1.81%
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 | |
|---|---|---|
| 1.4172 | 5.48 | |
| 0.0376 | 63.97 | |
| 0.9975 | 2,341.45 | |
| 4.4792 | 26.94 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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