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In this article we study the asymptotic behaviour of the realized quadraticvariation of a process $\int_{0}^{t}u_{s}dG^{H}_{s}$, where $u$ is a$\beta$-H\"older continuous process with $\beta >1-H$ and $G^H$ is aself-similar Gaussian process with parameters $H\in(0,3/4)$. We prove almostsure convergence uniformly in time, and a stable weak convergence for therealized quadratic variation. As an application, we construct stronglyconsistent estimator for the integrated volatility parameter in a model drivenby $G^H$.

Volatility Estimation of General Gaussian Ornstein-Uhlenbeck Process