CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
79.09%
decreased by 7.02%
1 Week
79.79%
decreased by 6.32%
1 Month
81.54%
decreased by 4.57%
Analysis last updated: Thursday, May 7, 2026 at 12:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 28.0113 | 11.75 | |
| 0.1036 | 18.45 | |
| 0.9249 | 141.28 | |
| 5.1362 | 5.22 |
Estimation Period:
Jun 3, 2008 to May 1, 2026
Jun 3, 2008 to May 1, 2026
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