S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
29.74%
increased by 0.65%
1 Week
29.74%
increased by 0.65%
1 Month
29.74%
increased by 0.65%
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 | 10.38 | |
| 0.0547 | 16.63 | |
| 0.9603 | 484.99 | |
| -0.0319 | -8.66 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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