CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:121.86% (-15.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3906 | 18.66 | |
| 0.2719 | 16.97 | |
| 0.8841 | 145.91 | |
| 0.0830 | 6.24 |
Estimation Period:
Jun 3, 2008 to Jan 30, 2026
Jun 3, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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