S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 29th, 2026
1 Day
16.43%
increased by 0.51%
1 Week
17.43%
increased by 1.51%
1 Month
28.17%
increased by 12.25%
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 | |
|---|---|---|
| 21 | ||
| 0.8185 | 8,185,490.00 | |
| 0.0149 | 149,340.00 | |
| 0.3330 | 3,330,330.00 | |
| 1.7098 | 142.14 | |
| 0.1205 | 68.22 | |
| 0.4034 | 43.35 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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