S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.43%
increased by 1.80%
1 Week
29.40%
increased by 1.77%
1 Month
29.29%
increased by 1.66%
Analysis last updated: Saturday, June 13, 2026 at 12:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6190 | 7.16 | |
| 0.0394 | 76.97 | |
| 0.9982 | 4,621.48 | |
| 4.0874 | 53.89 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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