CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:121.16% (+52.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9276 | 21.32 | |
| 0.2134 | 17.48 | |
| 0.7114 | 67.76 | |
| -0.1316 | -6.31 |
Estimation Period:
Jun 3, 2008 to Dec 19, 2025
Jun 3, 2008 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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