CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:60.55% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3157 | 10.15 | |
| 0.1477 | 6.03 | |
| 0.7269 | 17.50 | |
| 0.0022 | 3.35 |
Estimation Period:
Jun 3, 2008 to Nov 26, 2025
Jun 3, 2008 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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