V-Lab
CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:95.45% (+22.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0391 | 21.41 | |
| 0.2211 | 17.57 | |
| 0.7031 | 65.54 | |
| -0.1379 | -6.50 |
Estimation Period:
Jun 3, 2008 to Sep 12, 2025
Jun 3, 2008 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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