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V-Lab

CBOE Gold Volatility Index MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, September 9th, 2026

1 Day

64.51%

decreased by 1.09%

1 Week

66.21%

increased by 0.61%

1 Month

69.28%

increased by 3.68%

Analysis last updated: Wednesday, September 9, 2026 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 3, 2008 to Sep 4, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 256% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

MF2-GARCH Model

Tap to view equation

Inverse leverage: Positive returns increase volatility 256% more than negative returns
ParamValuet-stat
mwindow126
αARCH0.1814
7.03***
βGARCH0.7556
21.33***
γleverage-0.1304
-3.02***
λ₁tau intercept0.0000
0.00
λ₂forecast adj.0.0000
0.01
λ₃tau persistence0.9999
295.92***

0.872

Persistence

5d

Half-life
σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

126
α

ARCH

Response to squared shocks

0.1814
7.03***
β

GARCH

Volatility persistence

0.7556
21.33***
γ

leverage

Additional response to negative shocks

-0.1304
-3.02***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.01
λ₃

tau persistence

Long-term factor persistence

0.9999
295.92***

Persistence:

0.872

Half-life:

5 days