CBOE Gold Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
118.84%
increased by 16.15%
1 Week
111.30%
increased by 8.61%
1 Month
95.36%
decreased by 7.33%
Analysis last updated: Thursday, June 18, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3378 | 8.12 | |
| 0.1521 | 6.31 | |
| 0.7217 | 18.01 | |
| 0.0032 | 1.34 |
Estimation Period:
Jun 3, 2008 to Jun 12, 2026
Jun 3, 2008 to Jun 12, 2026
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