S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
31.54%
decreased by 0.30%
1 Week
31.51%
decreased by 0.33%
1 Month
31.38%
decreased by 0.46%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6285 | 7.22 | |
| 0.0394 | 76.94 | |
| 0.9983 | 4,731.08 | |
| 4.0915 | 54.21 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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