V-Lab
CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:58.43% (-2.68%)
Analysis last updated: Tuesday, April 30, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2759 | 7.41 | |
| 0.1477 | 5.57 | |
| 0.7172 | 15.43 | |
| 0.0019 | 0.57 |
Estimation Period:
Jun 3, 2008 to Apr 26, 2024
Jun 3, 2008 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses