CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:120.30% (+52.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9533 | 21.30 | |
| 0.2174 | 17.57 | |
| 0.7094 | 67.07 | |
| -0.1367 | -6.50 |
Estimation Period:
Jun 3, 2008 to Nov 7, 2025
Jun 3, 2008 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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