S&P GSCI Gold Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.53% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 9.99 | |
| 0.0558 | 17.14 | |
| 0.9604 | 479.74 | |
| -0.0325 | -8.98 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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