COMEX Gold MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
25.74%
decreased by 0.31%
1 Week
25.74%
decreased by 0.31%
1 Month
25.35%
decreased by 0.70%
Analysis last updated: Wednesday, June 24, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0524 | 15.23 | |
| 0.9366 | 209.07 | |
| -0.0218 | -5.65 | |
| 0.0604 | 1.20 | |
| 0.0884 | 1.06 | |
| 0.8627 | 6.91 |
Estimation Period:
Aug 30, 2000 to Jun 19, 2026
Aug 30, 2000 to Jun 19, 2026
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