V-Lab
CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:89.60% (-14.54%)
Analysis last updated: Thursday, April 18, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3771 | 23.06 | |
| 0.1784 | 27.63 | |
| 0.6094 | 55.33 | |
| -2.3735 | -16.28 |
Estimation Period:
Jun 3, 2008 to Apr 12, 2024
Jun 3, 2008 to Apr 12, 2024
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