CBOE Gold Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:112.61% (-12.56%)
Parameter Estimates
param | t-stat | |
---|---|---|
3.9390 | 21.29 | |
0.2178 | 17.59 | |
0.7097 | 67.29 | |
-0.1360 | -6.46 |
Estimation Period:
Jun 3, 2008 to Oct 17, 2025
Jun 3, 2008 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices