Gold BY Gold SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:105.13% (-9.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5507 | 3.06 | |
| 0.1207 | 4.41 | |
| 0.7738 | 15.46 | |
| 1.1332 | 1.94 | |
| -1.9454 | -2.07 | |
| 1.5932 | 2.28 | |
| -1.3950 | -2.42 | |
| 0.7839 | 0.96 | |
| -0.6850 | -0.82 | |
| 1.4329 | 2.27 | |
| -1.4582 | -2.40 | |
| 0.6708 | 1.18 | |
| -0.3112 | -0.30 |
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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