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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0371	12.95***
α ARCH Response to squared shocks	0.0656	23.95***
β GARCH Volatility persistence	0.8817	273.65***
γ leverage Additional response to negative shocks	0.0867	1.65*

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US Dollar to Gold Troy Ounce AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses