COMEX Gold GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.81%
increased by 2.17%
1 Week
24.70%
increased by 2.06%
1 Month
24.25%
increased by 1.61%
Analysis last updated: Saturday, June 13, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 11.90 | |
| 0.0562 | 14.49 | |
| 0.9456 | 301.24 | |
| -0.0242 | -4.67 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
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