CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:65.55% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1756 | 31.04 | |
| 0.7653 | 72.79 | |
| -0.1288 | -10.40 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 700.70 |
Estimation Period:
Jun 3, 2008 to Mar 6, 2026
Jun 3, 2008 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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