CBOE Gold Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6144	7.15***
α ARCH Response to squared shocks	0.0394	76.90***
β GARCH Volatility persistence	0.9982	4,600.17***
ν DF Student-t tail thickness	4.0940	53.59***

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S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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Parameter Estimates

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