V-Lab
CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:79.68% (+2.21%)
Analysis last updated: Friday, December 20, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.7931 | 10.62 | |
| 0.1004 | 17.13 | |
| 0.9254 | 129.92 | |
| 5 | 5.07 |
Estimation Period:
Jun 3, 2008 to Dec 13, 2024
Jun 3, 2008 to Dec 13, 2024
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