CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:76.91% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.6064 | 11.53 | |
| 0.1009 | 17.98 | |
| 0.9245 | 139.30 | |
| 5.0665 | 5.11 |
Estimation Period:
Jun 3, 2008 to Dec 5, 2025
Jun 3, 2008 to Dec 5, 2025
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