Skip to main content
V-Lab

Gold Spot Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, March 30th, 2026

1 Day

32.14%

increased by 0.19%

1 Week

31.70%

decreased by 0.25%

1 Month

30.08%

decreased by 1.87%

Analysis last updated: Saturday, March 28, 2026 at 05:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gold Spot S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.70714.61
α0.06005.37
β0.919565.83
γ10.08604.05
γ2-0.0995-3.11
γ30.01350.70
γ4-0.0197-1.34
γ50.04143.30
γ6-0.0296-3.21
Estimation Period:
Jan 2, 1990 to Mar 27, 2026