S&P GSCI Gold Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.21% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 11.00 | |
| 0.0390 | 20.14 | |
| 0.9610 | 515.84 |
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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