CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:94.25% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1731 | 30.21 | |
| 0.7635 | 70.52 | |
| -0.1258 | -10.08 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 691.01 |
Estimation Period:
Jun 3, 2008 to Jan 16, 2026
Jun 3, 2008 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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