CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:80.81% (-5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3238 | 7.92 | |
| 0.1481 | 6.19 | |
| 0.7294 | 18.24 | |
| 0.0025 | 1.04 |
Estimation Period:
Jun 3, 2008 to Mar 6, 2026
Jun 3, 2008 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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