CBOE Gold ETF Volatility Index
GVZCLS • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
16.42
Year-over-Year Change
-7.65%
Date Range
10/7/2021 - 8/6/2025
Summary
The CBOE Gold ETF Volatility Index measures the market's expected volatility for gold exchange-traded funds over the next 30 days. This index provides critical insights into investor sentiment and potential price fluctuations in the gold market.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This volatility index represents the implied volatility of gold ETF options, serving as a forward-looking indicator of market uncertainty and investor expectations. Economists and traders use it to gauge potential price movements and market risk in gold-related investments.
Methodology
The index is calculated using the weighted prices of gold ETF options with near-term expiration dates, reflecting market expectations of future price volatility.
Historical Context
Financial analysts and investors use this index to inform investment strategies, risk management, and portfolio allocation decisions in precious metals markets.
Key Facts
- Measures expected 30-day volatility for gold ETF prices
- Provides insight into market sentiment and risk perception
- Calculated using options pricing and implied volatility metrics
FAQs
Q: What does a high GVZCLS value indicate?
A: A high value suggests increased market uncertainty and expected significant price fluctuations in gold ETFs. Investors typically interpret this as a signal of potential market volatility.
Q: How often is the GVZCLS index updated?
A: The index is typically updated in real-time during market hours, providing continuous insights into market expectations for gold ETF price movements.
Q: How do professional investors use this index?
A: Investors use the GVZCLS to assess market risk, inform hedging strategies, and make more informed decisions about gold-related investments.
Q: What factors can influence the Gold ETF Volatility Index?
A: Factors include global economic conditions, geopolitical events, monetary policy changes, and overall market sentiment towards precious metals.
Q: Are there limitations to using this volatility index?
A: The index is a forward-looking measure based on options pricing and may not perfectly predict actual market movements. It should be used in conjunction with other analytical tools.
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Citation
U.S. Federal Reserve, CBOE Gold ETF Volatility Index [GVZCLS], retrieved from FRED.
Last Checked: 8/1/2025