V-Lab
CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:93.61% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1352 | 21.38 | |
| 0.2251 | 17.56 | |
| 0.6986 | 64.29 | |
| -0.1405 | -6.54 |
Estimation Period:
Jun 3, 2008 to May 2, 2025
Jun 3, 2008 to May 2, 2025
News Impact Curve
Volatility Forecasts
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