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, May 25th, 2026
1 Day
0.00%
decreased by 8.43%
1 Week
0.00%
decreased by 8.43%
1 Month
0.00%
decreased by 8.43%
Analysis last updated: Sunday, May 24, 2026 at 03:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6019 | 6,018,810.00 | |
| 0.1481 | 1,481,190.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.3019 | 34.13 | |
| 0.3083 | 30.56 | |
| 0.0447 | 1.42 |
Estimation Period:
Mar 27, 2013 to May 22, 2026
Mar 27, 2013 to May 22, 2026
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