CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
104.55%
decreased by 6.04%
1 Week
98.10%
decreased by 12.49%
1 Month
84.43%
decreased by 26.16%
Analysis last updated: Friday, April 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1812 | 31.44 | |
| 0.7599 | 72.35 | |
| -0.1321 | -10.78 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 701.19 |
Estimation Period:
Jun 3, 2008 to Apr 2, 2026
Jun 3, 2008 to Apr 2, 2026
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