Gold BY Gold SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:108.70% (-9.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5434 | 2.99 | |
| 0.1203 | 4.41 | |
| 0.7755 | 15.68 | |
| 1.0945 | 1.85 | |
| -1.8850 | -1.98 | |
| 1.5533 | 2.21 | |
| -1.3599 | -2.35 | |
| 0.7499 | 0.92 | |
| -0.6504 | -0.78 | |
| 1.3930 | 2.20 | |
| -1.3990 | -2.28 | |
| 0.5598 | 1.13 | |
| -0.0504 | -0.19 |
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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