V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:58.87% (-0.33%)
Analysis last updated: Wednesday, May 1, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2910 | 9.78 | |
| 0.1476 | 5.57 | |
| 0.7184 | 15.62 | |
| 0.0025 | 2.99 |
Estimation Period:
Jun 3, 2008 to Apr 26, 2024
Jun 3, 2008 to Apr 26, 2024
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