S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
33.54%
decreased by 0.41%
1 Week
33.48%
decreased by 0.47%
1 Month
33.26%
decreased by 0.69%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4363 | 5.62 | |
| 0.0375 | 64.58 | |
| 0.9975 | 2,487.63 | |
| 4.4855 | 27.77 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
Other GAS-GARCH Student T Analyses on Commodities