SPDR Gold Shares GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.42%
decreased by 0.51%
1 Week
21.37%
decreased by 0.56%
1 Month
21.19%
decreased by 0.74%
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 | |
|---|---|---|
| 0.0149 | 14.94 | |
| 0.0624 | 19.54 | |
| 0.9271 | 287.66 |
Estimation Period:
Nov 18, 2004 to May 22, 2026
Nov 18, 2004 to May 22, 2026
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