CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:73.25% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9494 | 21.51 | |
| 0.2136 | 17.75 | |
| 0.7117 | 68.15 | |
| -0.1334 | -6.46 |
Estimation Period:
Jun 3, 2008 to Mar 13, 2026
Jun 3, 2008 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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