CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:133.03% (-16.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3215 | 7.91 | |
| 0.1490 | 6.16 | |
| 0.7265 | 17.81 | |
| 0.0024 | 0.99 |
Estimation Period:
Jun 3, 2008 to Jan 30, 2026
Jun 3, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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