CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:80.59% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8214 | 11.67 | |
| 0.1023 | 18.18 | |
| 0.9245 | 140.81 | |
| 5.1086 | 5.15 |
Estimation Period:
Jun 3, 2008 to Mar 13, 2026
Jun 3, 2008 to Mar 13, 2026
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