CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:112.61% (-12.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9390 | 21.29 | |
| 0.2178 | 17.59 | |
| 0.7097 | 67.29 | |
| -0.1360 | -6.46 |
Estimation Period:
Jun 3, 2008 to Oct 17, 2025
Jun 3, 2008 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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