CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
90.11%
increased by 5.55%
1 Week
89.27%
increased by 4.71%
1 Month
87.15%
increased by 2.59%
Analysis last updated: Tuesday, June 9, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 27.9995 | 11.64 | |
| 0.1036 | 18.30 | |
| 0.9241 | 138.31 | |
| 5.0971 | 5.24 |
Estimation Period:
Jun 3, 2008 to Jun 5, 2026
Jun 3, 2008 to Jun 5, 2026
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