CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:87.11% (-9.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3091 | 10.13 | |
| 0.1493 | 6.19 | |
| 0.7261 | 17.81 | |
| 0.0021 | 3.26 |
Estimation Period:
Jun 3, 2008 to Feb 13, 2026
Jun 3, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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