SPDR Gold Shares EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.78%
decreased by 0.45%
1 Week
20.79%
decreased by 0.44%
1 Month
20.81%
decreased by 0.42%
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 | |
|---|---|---|
| 0.0081 | 7.92 | |
| 0.1439 | 17.27 | |
| 0.9857 | 873.80 | |
| 0.0167 | 2.61 |
Estimation Period:
Nov 18, 2004 to May 22, 2026
Nov 18, 2004 to May 22, 2026
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