S&P GSCI Gold Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.57% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -2.75 | |
| 0.0390 | 19.68 | |
| 0.9591 | 493.88 | |
| -0.3566 | -13.68 |
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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