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 10.41%
1 Week
6.56%
decreased by 3.85%
1 Month
16.95%
increased by 6.54%
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 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1225 | 1,225,100.00 | |
| -0.2450 | -2,450,000.00 | |
| 0.0000 | 0.01 | |
| 0.5100 | 628.07 | |
| 0.0000 | 0.08 |
Estimation Period:
Mar 27, 2013 to May 22, 2026
Mar 27, 2013 to May 22, 2026
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