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V-Lab
V-Lab
CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:98.97% (+10.15%)
Analysis last updated: Saturday, October 11, 2025 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index MF2-GARCH
paramt-stat
m126
α0.176430.11
β0.760368.56
γ-0.1296-10.29
λ10.00000.00
λ20.00000.01
λ30.9999714.72
Estimation Period:
Jun 3, 2008 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts