CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:134.60% (-10.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.9294 | 11.59 | |
| 0.1030 | 18.11 | |
| 0.9244 | 140.39 | |
| 5.0861 | 5.19 |
Estimation Period:
Jun 3, 2008 to Feb 6, 2026
Jun 3, 2008 to Feb 6, 2026
Other CBOE Gold Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices