US Dollar to Gold Troy Ounce GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
14.85%
decreased by 0.37%
1 Week
14.77%
decreased by 0.45%
1 Month
14.51%
decreased by 0.71%
Analysis last updated: Sunday, May 24, 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 | |
|---|---|---|
| 0.0188 | 6.07 | |
| 0.0269 | 5.90 | |
| 0.9308 | 231.37 | |
| 0.0311 | 2.50 |
Estimation Period:
Mar 27, 2013 to May 22, 2026
Mar 27, 2013 to May 22, 2026
Other US Dollar to Gold Troy Ounce Analyses
Other GJR-GARCH Analyses on Currencies