SPDR Gold Shares AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.07%
decreased by 0.65%
1 Week
21.00%
decreased by 0.72%
1 Month
20.76%
decreased by 0.96%
Analysis last updated: Friday, May 22, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 7.74 | |
| 0.0569 | 17.15 | |
| 0.9324 | 275.45 | |
| -0.2345 | -7.58 |
Estimation Period:
Nov 18, 2004 to May 22, 2026
Nov 18, 2004 to May 22, 2026
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