CBOE Gold Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:128.64% (-13.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5508 | 21.94 | |
| 0.1539 | 25.07 | |
| 0.7266 | 77.76 |
Estimation Period:
Jun 3, 2008 to Oct 17, 2025
Jun 3, 2008 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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