V-Lab
V-Lab
CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:69.31% (+0.53%)
Analysis last updated: Friday, July 4, 2025 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index EGARCH
paramt-stat
ω0.404118.66
α0.279717.39
β0.8801140.47
γ0.08386.20
Estimation Period:
Jun 3, 2008 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts