CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
109.35%
decreased by 11.86%
1 Week
106.12%
decreased by 15.09%
1 Month
97.66%
decreased by 23.55%
Analysis last updated: Friday, June 19, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 28.1484 | 11.87 | |
| 0.1053 | 18.49 | |
| 0.9227 | 137.88 | |
| 5.1136 | 5.28 |
Estimation Period:
Jun 3, 2008 to Jun 18, 2026
Jun 3, 2008 to Jun 18, 2026
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