CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:63.41% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3169 | 10.17 | |
| 0.1474 | 6.03 | |
| 0.7274 | 17.53 | |
| 0.0022 | 3.37 |
Estimation Period:
Jun 3, 2008 to Dec 12, 2025
Jun 3, 2008 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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