CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:72.88% (-7.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3178 | 10.14 | |
| 0.1491 | 6.04 | |
| 0.7247 | 17.33 | |
| 0.0022 | 3.36 |
Estimation Period:
Jun 3, 2008 to Oct 31, 2025
Jun 3, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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