CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
128.01%
decreased by 24.90%
1 Week
116.85%
decreased by 36.06%
1 Month
98.73%
decreased by 54.18%
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 | |
|---|---|---|
| 4.5081 | 22.86 | |
| 0.1692 | 29.39 | |
| 0.6467 | 68.27 | |
| -2.3738 | -17.80 |
Estimation Period:
Jun 3, 2008 to Jun 5, 2026
Jun 3, 2008 to Jun 5, 2026
Other CBOE Gold Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices