SPDR Gold Shares GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.18%
decreased by 0.53%
1 Week
21.14%
decreased by 0.57%
1 Month
20.99%
decreased by 0.72%
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 | |
|---|---|---|
| 0.0136 | 12.75 | |
| 0.0764 | 14.22 | |
| 0.9300 | 263.67 | |
| -0.0317 | -3.88 |
Estimation Period:
Nov 18, 2004 to May 22, 2026
Nov 18, 2004 to May 22, 2026
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