CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:89.15% (-12.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3821 | 22.68 | |
| 0.1678 | 29.24 | |
| 0.6526 | 69.48 | |
| -2.3391 | -17.25 |
Estimation Period:
Jun 3, 2008 to Feb 20, 2026
Jun 3, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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