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V-Lab

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

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
ω1.69814.63
α0.06015.38
β0.918965.85
γ10.08554.08
γ2-0.0989-3.14
γ30.01340.70
γ4-0.0194-1.34
γ50.04113.32
γ6-0.0297-3.27
Estimation Period:
Jan 2, 1990 to May 8, 2026