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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

Date Range:

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graph of S&P GSCI Gold Spot Index GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time