S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.78%
increased by 0.97%
1 Week
25.78%
increased by 0.97%
1 Month
25.81%
increased by 1.00%
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 | |
|---|---|---|
| 0.0034 | 10.50 | |
| 0.0548 | 16.70 | |
| 0.9601 | 485.65 | |
| -0.0320 | -8.70 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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