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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7071 | 4.61 | |
| 0.0600 | 5.37 | |
| 0.9195 | 65.83 | |
| 0.0860 | 4.05 | |
| -0.0995 | -3.11 | |
| 0.0135 | 0.70 | |
| -0.0197 | -1.34 | |
| 0.0414 | 3.30 | |
| -0.0296 | -3.21 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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