CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
76.27%
decreased by 6.98%
1 Week
78.15%
decreased by 5.10%
1 Month
82.05%
decreased by 1.20%
Analysis last updated: Thursday, May 7, 2026 at 12:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3958 | 18.95 | |
| 0.2732 | 17.10 | |
| 0.8826 | 146.48 | |
| 0.0861 | 6.59 |
Estimation Period:
Jun 3, 2008 to May 1, 2026
Jun 3, 2008 to May 1, 2026
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