V-Lab
CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:62.41% (-0.27%)
Analysis last updated: Wednesday, May 1, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4083 | 23.04 | |
| 0.1794 | 27.68 | |
| 0.6063 | 54.73 | |
| -2.4027 | -16.53 |
Estimation Period:
Jun 3, 2008 to Apr 26, 2024
Jun 3, 2008 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses