CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:159.32% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8453 | 11.53 | |
| 0.1020 | 18.00 | |
| 0.9244 | 139.61 | |
| 5.0713 | 5.16 |
Estimation Period:
Jun 3, 2008 to Jan 30, 2026
Jun 3, 2008 to Jan 30, 2026
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