V-Lab: CBOE Gold Volatility Index MF2-GARCH Volatility Analysis

V-Lab

CBOE Gold Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:57.25% (-2.21%)

Analysis last updated: Saturday, June 28, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.1859	31.11
$β$	0.7571	70.99
$γ$	-0.1371	-10.81
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0007	0.71
$λ_{3}$	0.9991	671.90

Estimation Period:
Jun 3, 2008 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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