S&P GSCI Gold Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.92% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 9.89 | |
| 0.0536 | 17.75 | |
| 0.9615 | 496.40 | |
| -0.0302 | -8.90 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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