CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:87.26% (-9.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3086 | 10.22 | |
| 0.1474 | 6.07 | |
| 0.7254 | 17.45 | |
| 0.0021 | 3.30 |
Estimation Period:
Jun 3, 2008 to Jan 23, 2026
Jun 3, 2008 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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