S&P GSCI Gold Spot Index GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.16%
decreased by 0.46%
1 Week
23.19%
decreased by 0.43%
1 Month
23.29%
decreased by 0.33%
Analysis last updated: Monday, June 8, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 10.08 | |
| 0.0556 | 17.60 | |
| 0.9605 | 488.08 | |
| -0.0324 | -9.13 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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