CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:95.67% (+16.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9428 | 21.51 | |
| 0.2139 | 17.76 | |
| 0.7119 | 68.29 | |
| -0.1333 | -6.46 |
Estimation Period:
Jun 3, 2008 to Feb 20, 2026
Jun 3, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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