S&P GSCI Gold Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.09% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -2.77 | |
| 0.0392 | 19.62 | |
| 0.9590 | 491.04 | |
| -0.3565 | -13.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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