CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
67.56%
increased by 2.06%
1 Week
68.30%
increased by 2.80%
1 Month
69.68%
increased by 4.18%
Analysis last updated: Saturday, April 25, 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 | ||
| 0.1816 | 31.91 | |
| 0.7591 | 72.28 | |
| -0.1326 | -10.95 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9999 | 700.21 |
Estimation Period:
Jun 3, 2008 to Apr 24, 2026
Jun 3, 2008 to Apr 24, 2026
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