V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:70.84% (+0.26%)
Analysis last updated: Friday, December 20, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3229 | 10.02 | |
| 0.1508 | 5.78 | |
| 0.7183 | 16.04 | |
| 0.0025 | 3.35 |
Estimation Period:
Jun 3, 2008 to Dec 13, 2024
Jun 3, 2008 to Dec 13, 2024
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