CBOE Gold Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:109.07% (+4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.57 | |
| 0.1523 | 16.37 | |
| 0.7560 | 59.24 | |
| -0.3431 | -7.12 | |
| 1.2619 | 20.23 |
Estimation Period:
Jun 3, 2008 to Oct 10, 2025
Jun 3, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other APARCH Analyses on Volatility Indices