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, June 8th, 2026
1 Day
25.59%
increased by 1.51%
1 Week
25.62%
increased by 1.54%
1 Month
25.70%
increased by 1.62%
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 | |
|---|---|---|
| 0.0023 | 11.14 | |
| 0.0388 | 20.57 | |
| 0.9612 | 528.11 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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