V-Lab
CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 3rd, 2025:80.53% (-7.19%)
Analysis last updated: Saturday, February 1, 2025 at 11:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1591 | 20.95 | |
| 0.2224 | 17.22 | |
| 0.6987 | 62.75 | |
| -0.1386 | -6.39 |
Estimation Period:
Jun 3, 2008 to Jan 31, 2025
Jun 3, 2008 to Jan 31, 2025
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