V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:64.37% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3212 | 10.14 | |
| 0.1510 | 5.97 | |
| 0.7195 | 16.74 | |
| 0.0023 | 3.41 |
Estimation Period:
Jun 3, 2008 to Jul 3, 2025
Jun 3, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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