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 Tuesday, July 7th, 2026
1 Day
5.61%
increased by 4.60%
1 Week
456,166,572.21%
increased by 456,166,571.20%
1 Month
242,439,180,001,913,100,000,000,000,000,000,000,000,000.00%
increased by 242,439,180,001,913,100,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 26 | ||
| 0.7352 | 7,351,600.00 | |
| 0.0148 | 148,400.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.1779 | 21,778,770.00 | |
| 0.0000 | 100.00 | |
| 0.9802 | 9,802,170.00 |
Estimation Period:
Mar 27, 2013 to Jul 3, 2026
Mar 27, 2013 to Jul 3, 2026
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