V-Lab
CBOE Gold Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:73.11% (-7.31%)
Analysis last updated: Wednesday, April 24, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.35 | |
| 0.1525 | 15.40 | |
| 0.7503 | 53.90 | |
| -0.3511 | -6.85 | |
| 1.2174 | 19.19 |
Estimation Period:
Jun 3, 2008 to Apr 19, 2024
Jun 3, 2008 to Apr 19, 2024
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