S&P GSCI Gold Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.48% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0014 | -2.27 | |
| 0.0379 | 19.56 | |
| 0.9599 | 500.21 | |
| -0.3469 | -13.14 |
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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