Skip to main content
V-Lab

Gold.com Inc GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

38.81%

decreased by 1.87%

1 Week

40.39%

decreased by 0.29%

1 Month

43.42%

increased by 2.74%

Analysis last updated: Friday, August 14, 2026 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gold.com Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 17, 2014 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9509
17.09***
α

ARCH

Response to squared shocks

0.1255
19.46***
β

GARCH

Volatility persistence

0.7618
71.80***

Persistence:

0.887

Half-life:

6 days