CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:92.31% (+10.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.6396 | 11.49 | |
| 0.1006 | 17.96 | |
| 0.9246 | 139.17 | |
| 5.0604 | 5.10 |
Estimation Period:
Jun 3, 2008 to Dec 26, 2025
Jun 3, 2008 to Dec 26, 2025
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