V-Lab
CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:77.05% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.7987 | 11.30 | |
| 0.1038 | 17.70 | |
| 0.9222 | 132.08 | |
| 4.9960 | 5.18 |
Estimation Period:
Jun 3, 2008 to May 30, 2025
Jun 3, 2008 to May 30, 2025
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