CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:153.46% (-23.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9713 | 21.45 | |
| 0.2142 | 17.63 | |
| 0.7101 | 67.81 | |
| -0.1324 | -6.35 |
Estimation Period:
Jun 3, 2008 to Jan 30, 2026
Jun 3, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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