CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:65.02% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5452 | 22.85 | |
| 0.1715 | 28.98 | |
| 0.6426 | 66.19 | |
| -2.3232 | -17.07 |
Estimation Period:
Jun 3, 2008 to Nov 21, 2025
Jun 3, 2008 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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