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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 Wednesday, June 10th, 2026

1 Day

25.24%

increased by 0.14%

1 Week

25.27%

increased by 0.17%

1 Month

25.36%

increased by 0.26%

Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC

Date Range:

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graph of S&P GSCI Gold Spot Index GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time