Geronimo was the name given to him by the Mexicans but what was is Apache name?

No-doyon Canyon

Geronimo (http://www.impurplehawk.com/geronimo.html)

No Doyon Canyon was where he lived.
Using Fra Chuck's link I found the following:

Excerpt
... he was given the name Goyahkla, with the generally accepted meaning "One Who Yawns". It was as an adult he became known by the Mexicans as Geronimo.

Thank you for the confirmation Starman. That is exactly the name an Apache woman in Arizona gave me.