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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4105	19.06***
α ARCH Response to squared shocks	0.2746	17.23***
β GARCH Volatility persistence	0.8782	141.04***
γ leverage Additional response to negative shocks	0.0864	6.55***

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CBOE Gold Volatility Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses