S&P GSCI Gold Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
26.65%
decreased by 0.16%
1 Week
26.69%
decreased by 0.12%
1 Month
26.82%
increased by 0.01%
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 | |
|---|---|---|
| 126 | ||
| 0.0596 | 21.92 | |
| 0.9562 | 430.15 | |
| -0.0337 | -12.92 | |
| 0.0011 | 41.00 | |
| 0.0000 | 0.11 | |
| 0.9999 | 10,751.10 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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