S&P GSCI Gold Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.12% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 6.41 | |
| 0.0966 | 16.49 | |
| 0.9926 | 1,294.20 | |
| 0.0315 | 6.79 |
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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