CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:82.95% (-8.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.6679 | 11.50 | |
| 0.1018 | 18.00 | |
| 0.9242 | 137.75 | |
| 5.0710 | 5.12 |
Estimation Period:
Jun 3, 2008 to Oct 31, 2025
Jun 3, 2008 to Oct 31, 2025
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