Gold Spot Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.93%
decreased by 0.56%
1 Week
21.78%
decreased by 0.71%
1 Month
21.25%
decreased by 1.24%
Analysis last updated: Saturday, May 9, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6981 | 4.63 | |
| 0.0601 | 5.38 | |
| 0.9189 | 65.85 | |
| 0.0855 | 4.08 | |
| -0.0989 | -3.14 | |
| 0.0134 | 0.70 | |
| -0.0194 | -1.34 | |
| 0.0411 | 3.32 | |
| -0.0297 | -3.27 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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