S&P GSCI Gold Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.51%
increased by 2.27%
1 Week
24.51%
increased by 2.27%
1 Month
24.50%
increased by 2.26%
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 | |
|---|---|---|
| 0.0063 | 6.60 | |
| 0.0959 | 16.64 | |
| 0.9927 | 1,354.29 | |
| 0.0303 | 6.72 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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