Gold Spot GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
27.82%
decreased by 0.63%
1 Week
27.80%
decreased by 0.65%
1 Month
27.73%
decreased by 0.72%
Analysis last updated: Saturday, May 9, 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 | |
|---|---|---|
| 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
Other GAS-GARCH Student T Analyses on Commodities