Gold Spot GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
25.11%
decreased by 0.46%
1 Week
25.13%
decreased by 0.44%
1 Month
25.23%
decreased by 0.34%
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 | |
|---|---|---|
| 0.0036 | 11.86 | |
| 0.0751 | 21.52 | |
| 0.9453 | 426.19 | |
| -0.0417 | -8.66 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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