CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:68.05% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3084 | 10.12 | |
| 0.1483 | 6.19 | |
| 0.7281 | 18.10 | |
| 0.0021 | 3.25 |
Estimation Period:
Jun 3, 2008 to Mar 13, 2026
Jun 3, 2008 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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