V-Lab
CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:69.67% (-1.57%)
Analysis last updated: Sunday, December 29, 2024 at 02:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2266 | 20.98 | |
| 0.2240 | 17.22 | |
| 0.6961 | 61.99 | |
| -0.1404 | -6.43 |
Estimation Period:
Jun 3, 2008 to Dec 27, 2024
Jun 3, 2008 to Dec 27, 2024
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