V-Lab: Gold Spot MF2-GARCH Volatility Analysis

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V-Lab

Gold Spot MF2-GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Monday, November 22, 2021 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	2.3610	17.62
$λ_{2}$	0.2883	16.47
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts