V-Lab
CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:62.87% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3208 | 10.17 | |
| 0.1507 | 5.97 | |
| 0.7194 | 16.72 | |
| 0.0023 | 3.42 |
Estimation Period:
Jun 3, 2008 to Jul 25, 2025
Jun 3, 2008 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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