CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:75.94% (-6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.5374 | 11.52 | |
| 0.1002 | 17.93 | |
| 0.9245 | 139.32 | |
| 5.0647 | 5.08 |
Estimation Period:
Jun 3, 2008 to Jan 16, 2026
Jun 3, 2008 to Jan 16, 2026
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