CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:69.15% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9598 | 21.34 | |
| 0.2141 | 17.48 | |
| 0.7100 | 67.35 | |
| -0.1321 | -6.31 |
Estimation Period:
Jun 3, 2008 to Dec 5, 2025
Jun 3, 2008 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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