Skip to main content
V-Lab

Gold BY Gold SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:105.13% (-9.42%)
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 SGARCH
paramt-stat
ω0.55073.06
α0.12074.41
β0.773815.46
γ11.13321.94
γ2-1.9454-2.07
γ31.59322.28
γ4-1.3950-2.42
γ50.78390.96
γ6-0.6850-0.82
γ71.43292.27
γ8-1.4582-2.40
γ90.67081.18
γ10-0.3112-0.30
Estimation Period:
Apr 13, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts