V-Lab
CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:81.99% (-2.72%)
Analysis last updated: Tuesday, April 23, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4397 | 17.79 | |
| 0.2797 | 16.25 | |
| 0.8703 | 121.98 | |
| 0.0828 | 5.76 |
Estimation Period:
Jun 3, 2008 to Apr 19, 2024
Jun 3, 2008 to Apr 19, 2024
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