US Dollar to Gold Troy Ounce MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
-0.00%
decreased by 25.92%
1 Week
16.78%
decreased by 9.14%
1 Month
60.97%
increased by 35.05%
Analysis last updated: Sunday, June 14, 2026 at 03:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.6239 | 6,239,410.00 | |
| 0.1261 | 1,260,590.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5554 | 8.39 | |
| 0.8319 | 17.92 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 27, 2013 to Jun 12, 2026
Mar 27, 2013 to Jun 12, 2026
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