V-Lab
CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:67.78% (+3.60%)
Analysis last updated: Sunday, March 9, 2025 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.4973 | 10.62 | |
| 0.0988 | 17.23 | |
| 0.9269 | 132.79 | |
| 5 | 5.03 |
Estimation Period:
Jun 3, 2008 to Mar 7, 2025
Jun 3, 2008 to Mar 7, 2025
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