COMEX Gold GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
24.24%
decreased by 0.85%
1 Week
24.23%
decreased by 0.86%
1 Month
24.20%
decreased by 0.89%
Analysis last updated: Wednesday, June 3, 2026 at 03:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8238 | 7.51 | |
| 0.0429 | 79.80 | |
| 0.9985 | 5,805.30 | |
| 4.2964 | 51.63 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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