S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
28.57%
increased by 1.56%
1 Week
28.55%
increased by 1.54%
1 Month
28.45%
increased by 1.44%
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 | |
|---|---|---|
| 1.6132 | 7.13 | |
| 0.0394 | 76.57 | |
| 0.9982 | 4,579.03 | |
| 4.0855 | 53.62 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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