CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:65.18% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9885 | 21.39 | |
| 0.2130 | 17.45 | |
| 0.7089 | 67.08 | |
| -0.1306 | -6.25 |
Estimation Period:
Jun 3, 2008 to Jan 9, 2026
Jun 3, 2008 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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