V-Lab
CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:66.34% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0615 | 21.32 | |
| 0.2218 | 17.52 | |
| 0.7028 | 65.39 | |
| -0.1383 | -6.49 |
Estimation Period:
Jun 3, 2008 to Jun 27, 2025
Jun 3, 2008 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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