CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:76.22% (-6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1769 | 30.96 | |
| 0.7630 | 71.63 | |
| -0.1299 | -10.45 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 696.31 |
Estimation Period:
Jun 3, 2008 to Feb 13, 2026
Jun 3, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices