CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:100.94% (+10.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.5871 | 11.71 | |
| 0.1027 | 18.03 | |
| 0.9228 | 137.67 | |
| 5.0850 | 5.13 |
Estimation Period:
Jun 3, 2008 to Oct 10, 2025
Jun 3, 2008 to Oct 10, 2025
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