S&P GSCI Gold Spot Index GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
28.19%
increased by 0.74%
1 Week
28.21%
increased by 0.76%
1 Month
28.29%
increased by 0.84%
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 | |
|---|---|---|
| 0.0022 | 11.00 | |
| 0.0387 | 20.48 | |
| 0.9613 | 527.05 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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