CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:106.31% (+11.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9857 | 21.35 | |
| 0.2173 | 17.50 | |
| 0.7070 | 66.50 | |
| -0.1342 | -6.36 |
Estimation Period:
Jun 3, 2008 to Oct 10, 2025
Jun 3, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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