V-Lab
CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:76.11% (+9.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0458 | 21.33 | |
| 0.2213 | 17.52 | |
| 0.7035 | 65.58 | |
| -0.1381 | -6.48 |
Estimation Period:
Jun 3, 2008 to Jul 11, 2025
Jun 3, 2008 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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