CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:67.10% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.6179 | 11.48 | |
| 0.1010 | 17.95 | |
| 0.9245 | 138.62 | |
| 5.0543 | 5.12 |
Estimation Period:
Jun 3, 2008 to Nov 26, 2025
Jun 3, 2008 to Nov 26, 2025
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