S&P GSCI Precious Metals Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
26.03%
decreased by 0.14%
1 Week
26.03%
decreased by 0.14%
1 Month
26.05%
decreased by 0.12%
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 | 10.53 | |
| 0.0550 | 16.67 | |
| 0.9600 | 482.16 | |
| -0.0321 | -8.71 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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