CBOE Gold Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:77.68% (-9.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4549 | 22.71 | |
| 0.1718 | 28.97 | |
| 0.6465 | 67.19 | |
| -2.2965 | -16.87 |
Estimation Period:
Jun 3, 2008 to Oct 24, 2025
Jun 3, 2008 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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