V-Lab
CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:74.08% (-7.91%)
Analysis last updated: Wednesday, April 24, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4397 | 17.79 | |
| 0.2797 | 16.25 | |
| 0.8703 | 121.98 | |
| 0.0828 | 5.76 |
Estimation Period:
Jun 3, 2008 to Apr 19, 2024
Jun 3, 2008 to Apr 19, 2024
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