Gold Spot MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
30.35%
increased by 1.56%
1 Week
30.17%
increased by 1.38%
1 Month
30.34%
increased by 1.55%
Analysis last updated: Saturday, March 28, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1063 | 18.95 | |
| 0.8152 | 54.07 | |
| -0.0556 | -9.96 | |
| 0.0021 | 2.65 | |
| 0.0407 | 3.75 | |
| 0.9586 | 85.73 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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