CBOE Gold Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:74.99% (-5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5594 | 21.96 | |
| 0.1508 | 24.95 | |
| 0.7282 | 77.92 |
Estimation Period:
Jun 3, 2008 to Jan 16, 2026
Jun 3, 2008 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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