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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1200	21.74***
α ARCH Response to squared shocks	0.2170	18.10***
β GARCH Volatility persistence	0.7044	67.13***
γ leverage Additional response to negative shocks	-0.1356	-6.61***

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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