CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
69.78%
decreased by 5.55%
1 Week
71.40%
decreased by 3.93%
1 Month
74.41%
decreased by 0.92%
Analysis last updated: Saturday, May 2, 2026 at 03:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3296 | 7.97 | |
| 0.1514 | 6.28 | |
| 0.7252 | 18.26 | |
| 0.0027 | 1.14 |
Estimation Period:
Jun 3, 2008 to May 1, 2026
Jun 3, 2008 to May 1, 2026
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