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GOLD SPOT SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
26.26% (+0.22)
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Date Range:
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Window:
3m
·
6m
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1y
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2y
·
5y
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all
Volatility Summary Table
Closing Price (USD)
:
$1,359.50
Return
:
-1.93%
1 Week Pred
:
26.2%
Avg Week Vol
:
26.35%
Avg Month Vol
:
28.62%
1 Month Pred
:
25.95%
Min Vol
:
4.38%
Max Vol
:
47.06%
6 Months Pred
:
24.81%
Avg Vol
:
16.21%
Vol of Vol
:
15.69%
1 Year Pred
:
24.15%
Models
Assets
Analysis on Gold Spot
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
Spline-GARCH analysis on Commodities
iShares S&P Global Energy
iShares S&P GSCI Commodity-Indexed Trust
PowerShares DB Agriculture
PowerShares DB Com indx Trckng
PowerShares DB Energy
PowerShares DB Gold
PowerShares DB Oil
PowerShares DB Precious Metals
PowerShares DB Silver
Silver Spot
SPDR S&P Metals & Mining
SPDR S&P Oil & Gas Exp. & Prod.
Documentation
Volatility Analysis
Spline-GARCH