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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1152	12.23***
β GARCH Volatility persistence	0.6349	24.17***
γ leverage Additional response to negative shocks	-0.0001	-0.01
λ₁ tau intercept Baseline long-term coefficient	0.6115	0.36
λ₂ forecast adj. Forecast performance sensitivity	0.2292	0.43
λ₃ tau persistence Long-term factor persistence	0.7033	0.96

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Gold.com Inc MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold.com Inc Analyses