CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:63.22% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3102 | 10.20 | |
| 0.1467 | 6.03 | |
| 0.7267 | 17.46 | |
| 0.0021 | 3.32 |
Estimation Period:
Jun 3, 2008 to Jan 2, 2026
Jun 3, 2008 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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