Gold Spot GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
38.74%
increased by 0.84%
1 Week
38.70%
increased by 0.80%
1 Month
38.55%
increased by 0.65%
Analysis last updated: Saturday, March 28, 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 | |
|---|---|---|
| 1.8653 | 7.72 | |
| 0.0428 | 79.73 | |
| 0.9986 | 6,202.22 | |
| 4.2907 | 52.74 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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