S&P GSCI Gold Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
24.68%
increased by 0.46%
1 Week
24.68%
increased by 0.46%
1 Month
24.65%
increased by 0.43%
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 | |
|---|---|---|
| 0.0063 | 6.48 | |
| 0.0960 | 16.54 | |
| 0.9926 | 1,319.95 | |
| 0.0307 | 6.76 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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