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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	28.1753	11.94***
α ARCH Response to squared shocks	0.1056	18.56***
β GARCH Volatility persistence	0.9228	138.68***
ν DF Student-t tail thickness	5.1320	5.29***

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CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses