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V-Lab
V-Lab
CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:71.86% (+3.10%)
Analysis last updated: Saturday, November 1, 2025 at 09:11 PM 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
α0.176630.44
β0.763069.99
γ-0.1311-10.29
λ10.00000.00
λ20.00000.01
λ30.9999715.74
Estimation Period:
Jun 3, 2008 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts