V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:78.88% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3209 | 10.26 | |
| 0.1511 | 5.98 | |
| 0.7174 | 16.55 | |
| 0.0023 | 3.46 |
Estimation Period:
Jun 3, 2008 to Sep 12, 2025
Jun 3, 2008 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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