V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 5th, 2025:68.29% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3201 | 10.19 | |
| 0.1505 | 5.96 | |
| 0.7194 | 16.71 | |
| 0.0023 | 3.43 |
Estimation Period:
Jun 3, 2008 to Aug 1, 2025
Jun 3, 2008 to Aug 1, 2025
News Impact Curve
Volatility Forecasts
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