Gold Spot GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
31.10%
decreased by 0.86%
1 Week
31.12%
decreased by 0.84%
1 Month
31.22%
decreased by 0.74%
Analysis last updated: Saturday, April 11, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 14.98 | |
| 0.0541 | 25.34 | |
| 0.9458 | 496.72 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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