Gold BY Gold SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:87.85% (-9.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1888 | 11.47 | |
| 0.4175 | 4.52 | |
| -0.0320 | -1.27 | |
| 7.0509 | 0.43 | |
| 0.3011 | 0.32 | |
| 0.4328 | 0.29 |
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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