CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:96.98% (-13.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5493 | 23.01 | |
| 0.1697 | 29.03 | |
| 0.6444 | 66.80 | |
| -2.3081 | -16.96 |
Estimation Period:
Jun 3, 2008 to Jan 23, 2026
Jun 3, 2008 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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