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 8th, 2026
1 Day
47.30%
increased by 34.06%
1 Week
50.79%
increased by 37.55%
1 Month
100.52%
increased by 87.28%
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 | |
|---|---|---|
| 21 | ||
| 0.8690 | 8,690,490.00 | |
| 0.0211 | 211,450.00 | |
| 0.2196 | 2,196,130.00 | |
| 1.4279 | 98.23 | |
| 0.1067 | 106.73 | |
| 0.6649 | 164.10 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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