CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:91.06% (+8.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3190 | 10.22 | |
| 0.1503 | 6.00 | |
| 0.7200 | 16.81 | |
| 0.0023 | 3.42 |
Estimation Period:
Jun 3, 2008 to Oct 10, 2025
Jun 3, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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