SPDR Gold Shares Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.04%
decreased by 0.51%
1 Week
20.96%
decreased by 0.59%
1 Month
20.67%
decreased by 0.88%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1540 | 7.79 | |
| 0.0626 | 4.83 | |
| 0.9253 | 69.11 | |
| 0.0006 | 1.40 |
Estimation Period:
Nov 18, 2004 to May 22, 2026
Nov 18, 2004 to May 22, 2026
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