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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0279	10.25***
α ARCH Response to squared shocks	0.1294	8.31***
β GARCH Volatility persistence	0.8839	168.55***
γ leverage Additional response to negative shocks	-0.0726	-3.79***

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Goldman Sachs Physical Gold ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Physical Gold ETF Analyses