CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:69.46% (-6.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3950 | 18.63 | |
| 0.2746 | 16.93 | |
| 0.8827 | 143.83 | |
| 0.0845 | 6.24 |
Estimation Period:
Jun 3, 2008 to Oct 31, 2025
Jun 3, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices