COMEX Gold MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
22.16%
decreased by 0.62%
1 Week
22.69%
decreased by 0.09%
1 Month
23.57%
increased by 0.79%
Analysis last updated: Wednesday, June 3, 2026 at 03:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1062 | 19.10 | |
| 0.8166 | 55.11 | |
| -0.0553 | -9.98 | |
| 0.0021 | 2.72 | |
| 0.0398 | 3.84 | |
| 0.9594 | 89.43 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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