V-Lab
V-Lab
CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:62.67% (+2.11%)
Analysis last updated: Friday, July 4, 2025 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Gold Volatility Index SGARCH
paramt-stat
ω1.28457.69
α0.15135.97
β0.716416.40
γ10.00120.45
Estimation Period:
Jun 3, 2008 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts