V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:76.55% (-4.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3207 | 10.06 | |
| 0.1517 | 5.96 | |
| 0.7194 | 16.73 | |
| 0.0024 | 3.36 |
Estimation Period:
Jun 3, 2008 to May 9, 2025
Jun 3, 2008 to May 9, 2025
News Impact Curve
Volatility Forecasts
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