CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.33% (-12.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9894 | 21.50 | |
| 0.2155 | 17.70 | |
| 0.7090 | 67.56 | |
| -0.1341 | -6.42 |
Estimation Period:
Jun 3, 2008 to Feb 6, 2026
Jun 3, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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