V-Lab
CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:74.69% (-7.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6352 | 22.79 | |
| 0.1770 | 28.80 | |
| 0.6359 | 63.89 | |
| -2.2908 | -16.75 |
Estimation Period:
Jun 3, 2008 to May 9, 2025
Jun 3, 2008 to May 9, 2025
News Impact Curve
Volatility Forecasts
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