CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:103.06% (-10.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8716 | 11.64 | |
| 0.1029 | 18.04 | |
| 0.9237 | 139.44 | |
| 5.0828 | 5.18 |
Estimation Period:
Jun 3, 2008 to Feb 13, 2026
Jun 3, 2008 to Feb 13, 2026
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