V-Lab
CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:58.72% (-0.80%)
Analysis last updated: Sunday, March 9, 2025 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1839 | 30.22 | |
| 0.7571 | 68.53 | |
| -0.1352 | -10.59 | |
| 0.0000 | 0.00 | |
| 0.0010 | 0.90 | |
| 0.9989 | 669.95 |
Estimation Period:
Jun 3, 2008 to Mar 7, 2025
Jun 3, 2008 to Mar 7, 2025
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