S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
32.40%
increased by 1.97%
1 Week
32.35%
increased by 1.92%
1 Month
32.14%
increased by 1.71%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4279 | 5.56 | |
| 0.0375 | 64.00 | |
| 0.9975 | 2,432.94 | |
| 4.4782 | 27.46 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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