Gold Spot MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 7.26 | |
| 0.1362 | 32.29 | |
| 0.8636 | 285.02 |
Estimation Period:
Aug 17, 1992 to Nov 19, 2021
Aug 17, 1992 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Commodities