CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
78.10%
decreased by 5.00%
1 Week
76.69%
decreased by 6.41%
1 Month
73.96%
decreased by 9.14%
Analysis last updated: Friday, July 3, 2026 at 12:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1827 | 32.01 | |
| 0.7551 | 71.31 | |
| -0.1326 | -10.97 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 615.71 |
Estimation Period:
Jun 3, 2008 to Jul 2, 2026
Jun 3, 2008 to Jul 2, 2026
Other CBOE Gold Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices