CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:66.76% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3955 | 18.61 | |
| 0.2744 | 16.91 | |
| 0.8824 | 143.44 | |
| 0.0851 | 6.33 |
Estimation Period:
Jun 3, 2008 to Nov 7, 2025
Jun 3, 2008 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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