V-Lab
V-Lab
CBOE Gold Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:73.43% (+5.71%)
Analysis last updated: Saturday, July 12, 2025 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index GARCH
paramt-stat
ω3.623021.86
α0.155424.93
β0.722476.01
Estimation Period:
Jun 3, 2008 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts