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CBOE GOLD VOLATILITY INDEX SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Wednesday, May 22:
124.98% (-4.07)
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CBOE Gold Volatility Index
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
· 5y ·
all
Volatility Summary Table
Closing Price (VOL)
:
27.18%
Return
:
1.93%
1 Week Pred
:
133.07%
Avg Week Vol
:
126.96%
Avg Month Vol
:
126.68%
1 Month Pred
:
137.22%
Min Vol
:
62.2%
Max Vol
:
330.36%
6 Months Pred
:
138.44%
Avg Vol
:
91.23%
Vol of Vol
:
79.06%
1 Year Pred
:
138.55%
Models
Assets
Analysis on CBOE Gold Volatility Index
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
Spline-GARCH analysis on Volatility Indices
AEX Volatility Index
CAC40 Volatility Index
CBOE Crude Oil Volatility Index
CBOE DJIA Volatility Index
CBOE NASDAQ-100 Volatility Index
CBOE Volatility Index - OLD
CBOE Volatility Index
DAX Volatility Index
Deutsche Bank FX Volatility Index
FTSE 100 Volatility Index
Kospi Volatility Index
SMI Volatility Index
Documentation
Volatility Analysis
Spline-GARCH