CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:99.14% (+9.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8730 | 11.59 | |
| 0.1025 | 18.06 | |
| 0.9243 | 140.28 | |
| 5.0879 | 5.16 |
Estimation Period:
Jun 3, 2008 to Feb 20, 2026
Jun 3, 2008 to Feb 20, 2026
Other CBOE Gold Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices