CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.23% (-10.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1770 | 30.77 | |
| 0.7623 | 71.52 | |
| -0.1295 | -10.34 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 692.93 |
Estimation Period:
Jun 3, 2008 to Feb 6, 2026
Jun 3, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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