V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:67.49% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3204 | 10.09 | |
| 0.1514 | 5.97 | |
| 0.7195 | 16.77 | |
| 0.0024 | 3.37 |
Estimation Period:
Jun 3, 2008 to May 30, 2025
Jun 3, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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