Figures & data
Table 1. Trading volume of gold derivatives products
Table 2. Average daily trading volume and open interest of gold derivatives products
Table 3. Gold derivatives trading in 2018 by investor types
Table 4. The unit root test results
Figure 1. Daily log returns of 50 Baht gold futures from the 3/8/2010 to the 26/2/2019.
Figure 2. Daily log returns of 10 Baht gold futures from the 3/8/2010 to the 26/2/2019.
Table 5. The Lagrange multiplier test results
Table 6. Estimation results of the GARCH family models for 50 Baht gold futures
Figure 3. Price Volatility of 50 Baht Gold Futures predicted using GARCH Family Models.
Table 7. Estimation results of the GARCH family models for 10 Baht gold futures
Figure 4. Price volatility of 10 baht gold futures predicted using GARCH family models.
