V-Lab
CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:73.63% (-6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.7058 | 11.42 | |
| 0.1038 | 17.71 | |
| 0.9218 | 132.72 | |
| 5.0126 | 5.16 |
Estimation Period:
Jun 3, 2008 to Jun 27, 2025
Jun 3, 2008 to Jun 27, 2025
Other CBOE Gold Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices