CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:68.37% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9640 | 21.33 | |
| 0.2143 | 17.47 | |
| 0.7097 | 67.28 | |
| -0.1322 | -6.32 |
Estimation Period:
Jun 3, 2008 to Nov 28, 2025
Jun 3, 2008 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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