CBOE Gold Volatility Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
115.58%
decreased by 10.24%
1 Week
108.53%
decreased by 17.29%
1 Month
96.19%
decreased by 29.63%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.4110 | 18.92 | |
| 0.2747 | 17.15 | |
| 0.8780 | 139.59 | |
| 0.0858 | 6.50 |
Estimation Period:
Jun 3, 2008 to Jun 5, 2026
Jun 3, 2008 to Jun 5, 2026
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