CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:67.43% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1758 | 31.08 | |
| 0.7648 | 72.43 | |
| -0.1290 | -10.42 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 700.70 |
Estimation Period:
Jun 3, 2008 to Mar 13, 2026
Jun 3, 2008 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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