Gold BY Gold SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:112.14% (-5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0287 | 8.60 | |
| 0.1072 | 8.81 | |
| 0.8680 | 113.78 | |
| -0.0202 | -0.99 |
Estimation Period:
Apr 13, 2012 to Feb 6, 2026
Apr 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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