CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:70.87% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3926 | 18.59 | |
| 0.2732 | 17.01 | |
| 0.8834 | 144.44 | |
| 0.0828 | 6.21 |
Estimation Period:
Jun 3, 2008 to Dec 5, 2025
Jun 3, 2008 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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