COMEX Gold Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.85%
increased by 0.25%
1 Week
22.81%
increased by 0.21%
1 Month
22.66%
increased by 0.06%
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 | |
|---|---|---|
| 0.8762 | 5.10 | |
| 0.0430 | 3.77 | |
| 0.9391 | 63.96 | |
| -0.0077 | -1.89 | |
| 0.0170 | 2.42 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
Other Spline-GARCH Analyses on Commodities