CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
118.87%
decreased by 12.99%
1 Week
109.90%
decreased by 21.96%
1 Month
90.87%
decreased by 40.99%
Analysis last updated: Saturday, June 13, 2026 at 12:42 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1835 | 31.96 | |
| 0.7534 | 70.27 | |
| -0.1332 | -11.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 587.84 |
Estimation Period:
Jun 3, 2008 to Jun 12, 2026
Jun 3, 2008 to Jun 12, 2026
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