CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
57.04%
decreased by 0.54%
1 Week
60.26%
increased by 2.68%
1 Month
65.95%
increased by 8.37%
Analysis last updated: Saturday, May 23, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1809 | 31.92 | |
| 0.7599 | 72.34 | |
| -0.1326 | -11.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 708.14 |
Estimation Period:
Jun 3, 2008 to May 22, 2026
Jun 3, 2008 to May 22, 2026
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