CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
86.25%
decreased by 3.86%
1 Week
85.94%
decreased by 4.17%
1 Month
85.15%
decreased by 4.96%
Analysis last updated: Wednesday, June 10, 2026 at 12:05 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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