S&P GSCI Gold Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.51% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 10.01 | |
| 0.0560 | 17.04 | |
| 0.9603 | 476.10 | |
| -0.0327 | -8.95 |
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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