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V-Lab
V-Lab
CBOE Gold Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:62.93% (+3.04%)
Analysis last updated: Friday, December 12, 2025 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index MF2-GARCH
paramt-stat
m126
α0.173830.18
β0.764570.83
γ-0.1267-10.16
λ10.00000.00
λ20.00000.01
λ30.9999707.64
Estimation Period:
Jun 3, 2008 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts