V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:61.60% (+2.27%)
Analysis last updated: Sunday, March 9, 2025 at 12:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3292 | 10.13 | |
| 0.1488 | 5.76 | |
| 0.7210 | 16.16 | |
| 0.0025 | 3.48 |
Estimation Period:
Jun 3, 2008 to Mar 7, 2025
Jun 3, 2008 to Mar 7, 2025
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