US Dollar to Gold Troy Ounce GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.38%
decreased by 0.62%
1 Week
20.10%
decreased by 0.90%
1 Month
19.10%
decreased by 1.90%
Analysis last updated: Sunday, June 14, 2026 at 02:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 6.17 | |
| 0.0288 | 6.10 | |
| 0.9312 | 236.59 | |
| 0.0293 | 2.38 |
Estimation Period:
Mar 27, 2013 to Jun 12, 2026
Mar 27, 2013 to Jun 12, 2026
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