CBOE Gold Volatility Index

CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0883	7.57***
α ARCH Response to squared shocks	0.0434	4.05***
β GARCH Volatility persistence	0.9445	78.69***

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COMEX Gold Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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