S&P GSCI Gold Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.97%
increased by 0.26%
1 Week
22.95%
increased by 0.24%
1 Month
22.90%
increased by 0.19%
Analysis last updated: Friday, June 5, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -2.59 | |
| 0.0387 | 19.80 | |
| 0.9591 | 497.19 | |
| -0.3583 | -13.65 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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