S&P GSCI Gold Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.46% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0445 | 15.46 | |
| 0.9688 | 353.19 | |
| -0.0268 | -16.16 | |
| 10.0000 | 0.22 | |
| 0.1913 | 0.23 | |
| 0.0000 | 0.00 |
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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