COMEX Gold EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.22%
increased by 0.31%
1 Week
21.22%
increased by 0.31%
1 Month
21.21%
increased by 0.30%
Analysis last updated: Wednesday, June 10, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 8.15 | |
| 0.1023 | 14.57 | |
| 0.9875 | 963.45 | |
| 0.0196 | 3.44 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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