CBOE Gold Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:76.96% (+4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.63 | |
| 0.1499 | 16.17 | |
| 0.7574 | 59.51 | |
| -0.3515 | -7.16 | |
| 1.2588 | 20.39 |
Estimation Period:
Jun 3, 2008 to Mar 13, 2026
Jun 3, 2008 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other APARCH Analyses on Volatility Indices