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V-Lab

Gold BY Gold SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:108.70% (-9.21%)
Analysis last updated: Tuesday, February 10, 2026 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gold BY Gold SA S0GARCH
paramt-stat
ω0.54342.99
α0.12034.41
β0.775515.68
γ11.09451.85
γ2-1.8850-1.98
γ31.55332.21
γ4-1.3599-2.35
γ50.74990.92
γ6-0.6504-0.78
γ71.39302.20
γ8-1.3990-2.28
γ90.55981.13
γ10-0.0504-0.19
Estimation Period:
Apr 13, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts