V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:64.37% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3208 | 10.13 | |
| 0.1511 | 5.97 | |
| 0.7193 | 16.74 | |
| 0.0023 | 3.40 |
Estimation Period:
Jun 3, 2008 to Jun 27, 2025
Jun 3, 2008 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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