S&P GSCI Silver Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
47.46%
decreased by 0.82%
1 Week
47.34%
decreased by 0.94%
1 Month
46.86%
decreased by 1.42%
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 | |
|---|---|---|
| 0.0076 | 4.51 | |
| 0.0436 | 30.56 | |
| 0.9518 | 662.83 | |
| -0.4995 | -12.99 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI Silver Index Analyses
Other AGARCH Analyses on Commodities