CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:126.25% (-16.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3105 | 10.14 | |
| 0.1491 | 6.16 | |
| 0.7258 | 17.70 | |
| 0.0021 | 3.26 |
Estimation Period:
Jun 3, 2008 to Jan 30, 2026
Jun 3, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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