S&P GSCI Silver Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
52.34%
decreased by 0.86%
1 Week
52.29%
decreased by 0.91%
1 Month
52.10%
decreased by 1.10%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 13.35 | |
| 0.0571 | 20.43 | |
| 0.9555 | 654.87 | |
| -0.0298 | -7.96 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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