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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 17, 2014 to Aug 14, 2026Model 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
| Parameter | Value | t-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
Other GARCH Analyses on Equities