V-Lab
CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:108.50% (+5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8542 | 11.33 | |
| 0.1049 | 17.56 | |
| 0.9207 | 130.02 | |
| 4.9704 | 5.22 |
Estimation Period:
Jun 3, 2008 to May 2, 2025
Jun 3, 2008 to May 2, 2025
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