S&P GSCI Gold Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.00% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0608 | 21.33 | |
| 0.9556 | 415.48 | |
| -0.0349 | -12.95 | |
| 0.0012 | 42.71 | |
| 0.0000 | 0.10 | |
| 0.9998 | 9,802.38 |
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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