S&P GSCI Silver Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
52.62%
increased by 4.21%
1 Week
52.57%
increased by 4.16%
1 Month
52.35%
increased by 3.94%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 13.40 | |
| 0.0573 | 20.40 | |
| 0.9553 | 651.17 | |
| -0.0299 | -7.97 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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