V-Lab
CBOE Gold Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:70.04% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.62 | |
| 0.1542 | 16.47 | |
| 0.7535 | 58.67 | |
| -0.3462 | -7.22 | |
| 1.2534 | 20.22 |
Estimation Period:
Jun 3, 2008 to Jul 3, 2025
Jun 3, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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