S&P GSCI Precious Metals Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
27.10%
decreased by 0.29%
1 Week
27.09%
decreased by 0.30%
1 Month
27.07%
decreased by 0.32%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.30 | |
| 0.0384 | 19.77 | |
| 0.9602 | 501.68 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
Other S&P GSCI Precious Metals Spot Index Analyses
Other GARCH Analyses on Commodities