Gold Spot MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
25.27%
decreased by 0.82%
1 Week
25.29%
decreased by 0.80%
1 Month
25.64%
decreased by 0.45%
Analysis last updated: Saturday, May 9, 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 | ||
| 0.1062 | 19.10 | |
| 0.8166 | 55.11 | |
| -0.0553 | -9.98 | |
| 0.0021 | 2.72 | |
| 0.0398 | 3.84 | |
| 0.9594 | 89.43 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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