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Gold Spot GJR-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 22, 2021 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gold Spot GJR-GARCH
paramt-stat
ω0.00259.80
α0.064720.98
β0.9540603.80
γ-0.0379-10.05
Estimation Period:
Jan 2, 1990 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts