CBOE Gold Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:84.64% (-8.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5052 | 21.91 | |
| 0.1511 | 24.93 | |
| 0.7307 | 78.88 |
Estimation Period:
Jun 3, 2008 to Nov 14, 2025
Jun 3, 2008 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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