V-Lab
V-Lab
CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:87.46% (-4.69%)
Analysis last updated: Thursday, May 8, 2025 at 01:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index MF2-GARCH
paramt-stat
m81
α0.189131.01
β0.752569.01
γ-0.1395-10.88
λ10.00000.00
λ20.00070.69
λ30.9991661.68
Estimation Period:
Jun 3, 2008 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts