Gold Spot EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 5.49 | |
| 0.1104 | 24.55 | |
| 0.9922 | 1,399.48 | |
| 0.0355 | 9.43 |
Estimation Period:
Jan 2, 1990 to Nov 19, 2021
Jan 2, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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