Gold Spot MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:25.90% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1069 | 19.20 | |
| 0.8184 | 55.97 | |
| -0.0573 | -10.36 | |
| 0.0021 | 2.76 | |
| 0.0395 | 3.85 | |
| 0.9596 | 90.24 |
Estimation Period:
Jan 2, 1990 to Mar 10, 2026
Jan 2, 1990 to Mar 10, 2026
News Impact Curve
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