V-Lab
CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:68.14% (-2.50%)
Analysis last updated: Wednesday, April 24, 2024 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3946 | 23.05 | |
| 0.1786 | 27.66 | |
| 0.6080 | 55.05 | |
| -2.3933 | -16.43 |
Estimation Period:
Jun 3, 2008 to Apr 19, 2024
Jun 3, 2008 to Apr 19, 2024
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