V-Lab
CBOE Gold Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:76.88% (-5.93%)
Analysis last updated: Wednesday, April 24, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9804 | 20.68 | |
| 0.1521 | 23.36 | |
| 0.7155 | 68.73 |
Estimation Period:
Jun 3, 2008 to Apr 19, 2024
Jun 3, 2008 to Apr 19, 2024
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