S&P GSCI Gold Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.49% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 6.41 | |
| 0.0969 | 16.46 | |
| 0.9927 | 1,294.20 | |
| 0.0317 | 6.80 |
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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