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V-Lab
CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:67.32% (-2.14%)
Analysis last updated: Sunday, November 23, 2025 at 01:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE Gold Volatility Index MF2-GARCH
paramt-stat
m126
α0.173630.13
β0.765371.19
γ-0.1266-10.13
λ10.00000.00
λ20.00000.01
λ30.9999709.14
Estimation Period:
Jun 3, 2008 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts