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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1316	21.75***
α ARCH Response to squared shocks	0.2188	18.16***
β GARCH Volatility persistence	0.7030	66.88***
γ leverage Additional response to negative shocks	-0.1370	-6.67***

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CBOE Gold Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses