Will Gold Prices Persist Post Pandemic Period? An Econometric Evidence

Recurrent stock market fall and rise sequel by COVID-19, rising global inflation, increase in Fed interest rates, the unprecedented meltdown of technology stocks, fear trade wars, tightening governments’ fiscal policies call for a new trend international investing. It is time investors to rethink, rebalance reset their investment strategies position protect portfolios during post-pandemic period. This paper attempts forecast gold prices era explores whether will serve as decisive hedge this transition The techniques ARCH, GARCH, E-GARCH, A-PARCH, GARCH-M employed forecasting conditional volatility spot price from Multi Commodity Exchange (MCX) India. A total 3631 observations were collected daily January 2009 December 2022. findings show that India are highly persistent similar other emerging markets remain safe haven institutional first its kind 10-gram expected 65,948 ₹ Indian MCX 2026 if behold previous momentum. help plan portfolio diversification