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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	28.0967	12.13***
α ARCH Response to squared shocks	0.1063	18.59***
β GARCH Volatility persistence	0.9215	137.95***
ν DF Student-t tail thickness	5.1440	5.30***

V-Lab

CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses