S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
30.32%
decreased by 0.79%
1 Week
30.27%
decreased by 0.84%
1 Month
30.09%
decreased by 1.02%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4279 | 5.56 | |
| 0.0375 | 64.00 | |
| 0.9975 | 2,432.94 | |
| 4.4782 | 27.46 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other GAS-GARCH Student T Analyses on Commodities