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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7033	5.36***
α ARCH Response to squared shocks	0.1324	4.46***
β GARCH Volatility persistence	0.6332	8.77***

γ₁	0.0515	0.35
γ₂	-0.1126	-0.52
γ₃	0.2185	1.49
γ₄	-0.4377	-3.37***
γ₅	0.4975	3.73***
γ₆	-0.2952	-3.10***

V-Lab

Gold.com Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold.com Inc Analyses