S&P GSCI Gold Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.09%
increased by 0.52%
1 Week
25.07%
increased by 0.50%
1 Month
24.99%
increased by 0.42%
Analysis last updated: Saturday, June 13, 2026 at 12:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0016 | -2.57 | |
| 0.0386 | 19.84 | |
| 0.9593 | 501.20 | |
| -0.3553 | -13.55 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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