V-Lab
V-Lab
CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:72.53% (-7.37%)
Analysis last updated: Saturday, May 17, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index SGARCH
paramt-stat
ω1.28707.62
α0.15155.96
β0.717916.51
γ10.00130.48
Estimation Period:
Jun 3, 2008 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts