SPDR Gold Shares APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.18%
decreased by 0.54%
1 Week
21.14%
decreased by 0.58%
1 Month
20.99%
decreased by 0.73%
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 | |
|---|---|---|
| 0.0135 | 13.88 | |
| 0.0588 | 16.32 | |
| 0.9300 | 266.16 | |
| -0.1337 | -6.62 | |
| 2.0259 | 22.54 |
Estimation Period:
Nov 18, 2004 to May 22, 2026
Nov 18, 2004 to May 22, 2026
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