Gold Spot GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:35.51% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 11.69 | |
| 0.0749 | 21.51 | |
| 0.9456 | 429.63 | |
| -0.0417 | -8.68 |
Estimation Period:
Jan 2, 1990 to Mar 10, 2026
Jan 2, 1990 to Mar 10, 2026
News Impact Curve
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