V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:58.69% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3252 | 10.20 | |
| 0.1500 | 5.95 | |
| 0.7207 | 16.79 | |
| 0.0023 | 3.49 |
Estimation Period:
Jun 3, 2008 to Aug 22, 2025
Jun 3, 2008 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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