S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
27.47%
decreased by 0.15%
1 Week
27.43%
decreased by 0.19%
1 Month
27.28%
decreased by 0.34%
Analysis last updated: Friday, May 29, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4132 | 5.44 | |
| 0.0377 | 63.63 | |
| 0.9974 | 2,292.94 | |
| 4.4781 | 26.66 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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