V-Lab
CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:66.53% (-4.16%)
Analysis last updated: Thursday, April 25, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2794 | 7.40 | |
| 0.1469 | 5.56 | |
| 0.7199 | 15.62 | |
| 0.0021 | 0.61 |
Estimation Period:
Jun 3, 2008 to Apr 19, 2024
Jun 3, 2008 to Apr 19, 2024
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