V-Lab
CBOE Gold Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:72.95% (-5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.63 | |
| 0.1545 | 16.50 | |
| 0.7530 | 58.57 | |
| -0.3453 | -7.22 | |
| 1.2516 | 20.21 |
Estimation Period:
Jun 3, 2008 to Jun 20, 2025
Jun 3, 2008 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other APARCH Analyses on Volatility Indices