Gold Spot GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
33.35%
increased by 0.80%
1 Week
33.37%
increased by 0.82%
1 Month
33.44%
increased by 0.89%
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 | |
|---|---|---|
| 0.0035 | 11.65 | |
| 0.0748 | 21.52 | |
| 0.9457 | 429.68 | |
| -0.0415 | -8.64 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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