CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:84.37% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3041 | 7.80 | |
| 0.1492 | 6.04 | |
| 0.7238 | 17.24 | |
| 0.0018 | 0.71 |
Estimation Period:
Jun 3, 2008 to Oct 31, 2025
Jun 3, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Gold Volatility Index Analyses
Other Spline-GARCH Analyses on Volatility Indices