Gold Troy Ounce EGARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
15.02%
decreased by 0.56%
1 Week
15.12%
decreased by 0.46%
1 Month
15.45%
decreased by 0.13%
Analysis last updated: Sunday, May 24, 2026 at 02:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 2.14 | |
| 0.0975 | 8.09 | |
| 0.9724 | 197.00 | |
| 0.0162 | 1.76 |
Estimation Period:
Mar 27, 2013 to May 22, 2026
Mar 27, 2013 to May 22, 2026
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