US Dollar to Gold Troy Ounce GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
20.52%
decreased by 0.59%
1 Week
20.24%
decreased by 0.87%
1 Month
19.26%
decreased by 1.85%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 6.12 | |
| 0.0291 | 6.21 | |
| 0.9319 | 239.18 | |
| 0.0291 | 2.37 |
Estimation Period:
Mar 27, 2013 to Jul 3, 2026
Mar 27, 2013 to Jul 3, 2026
Other US Dollar to Gold Troy Ounce Analyses
Other GJR-GARCH Analyses on Currencies