V-Lab
CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:67.67% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5959 | 22.88 | |
| 0.1757 | 28.85 | |
| 0.6381 | 64.54 | |
| -2.2796 | -16.78 |
Estimation Period:
Jun 3, 2008 to Jul 11, 2025
Jun 3, 2008 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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