S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
28.58%
decreased by 0.20%
1 Week
28.58%
decreased by 0.20%
1 Month
28.60%
decreased by 0.18%
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 | |
|---|---|---|
| 0.0033 | 10.39 | |
| 0.0543 | 16.72 | |
| 0.9605 | 492.31 | |
| -0.0315 | -8.62 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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