COMEX Gold GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
25.49%
decreased by 0.49%
1 Week
25.36%
decreased by 0.62%
1 Month
24.89%
decreased by 1.09%
Analysis last updated: Tuesday, June 23, 2026 at 05:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 11.89 | |
| 0.0562 | 14.51 | |
| 0.9456 | 302.22 | |
| -0.0241 | -4.66 |
Estimation Period:
Aug 30, 2000 to Jun 19, 2026
Aug 30, 2000 to Jun 19, 2026
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