S&P GSCI Silver Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
45.95%
increased by 2.71%
1 Week
45.73%
increased by 2.49%
1 Month
44.93%
increased by 1.69%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0643 | 26.06 | |
| 0.9364 | 308.94 | |
| -0.0344 | -11.88 | |
| 0.0094 | 8.72 | |
| 0.0227 | 7.07 | |
| 0.9750 | 271.96 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI Silver Index Analyses
Other MF2-GARCH Analyses on Commodities