Royal Gold Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
46.08%
decreased by 0.29%
1 Week
46.19%
decreased by 0.18%
1 Month
46.61%
increased by 0.24%
Analysis last updated: Tuesday, June 16, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 9.17 | |
| 0.0304 | 13.31 | |
| 0.9577 | 544.75 | |
| 0.0226 | 5.16 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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