V-Lab
V-Lab
CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:83.02% (+17.38%)
Analysis last updated: Saturday, June 14, 2025 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index EGARCH
paramt-stat
ω0.405918.66
α0.280617.46
β0.8796139.82
γ0.08356.18
Estimation Period:
Jun 3, 2008 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts