V-Lab
V-Lab
CBOE Gold Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:64.15% (-2.73%)
Analysis last updated: Friday, March 21, 2025 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index APARCH
paramt-stat
ω1.00007.45
α0.153516.28
β0.753857.54
γ-0.3372-7.04
δ1.253319.74
Estimation Period:
Jun 3, 2008 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts