S&P GSCI Gold Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
26.18%
decreased by 0.26%
1 Week
26.16%
decreased by 0.28%
1 Month
26.06%
decreased by 0.38%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -2.61 | |
| 0.0387 | 19.73 | |
| 0.9592 | 495.97 | |
| -0.3573 | -13.62 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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