CBOE Gold Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6701	4.69
$α$	0.0498	5.78
$β$	0.9326	84.19
$γ_{1}$	0.0806	4.32
$γ_{2}$	-0.0965	-3.37
$γ_{3}$	0.0160	0.86
$γ_{4}$	-0.0191	-1.29
$γ_{5}$	0.0584	2.61

V-Lab

Gold Spot Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gold Spot Analyses