V-Lab
V-Lab

Gold Spot Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, November 23rd, 2021:13.92% (+1.02%)

Analysis last updated: Tuesday, November 23, 2021 at 10:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gold Spot APMEM
paramt-stat
ω0.008319.02
α0.134739.07
β0.8653265.59
γ-0.0901-10.56
δ1.689629.98
Estimation Period:
Aug 17, 1992 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts