V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:89.59% (+3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3201 | 10.10 | |
| 0.1533 | 5.97 | |
| 0.7153 | 16.37 | |
| 0.0024 | 3.37 |
Estimation Period:
Jun 3, 2008 to May 2, 2025
Jun 3, 2008 to May 2, 2025
News Impact Curve
Volatility Forecasts
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