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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0158	2.39**
αARCH	0.0343	2.13**
βGARCH	0.9345	65.85***
γleverage	0.1933	1.72*
δpower	2.2666	3.98***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0158	2.39**
α ARCH Response to squared shocks	0.0343	2.13**
β GARCH Volatility persistence	0.9345	65.85***
γ leverage Additional response to negative shocks	0.1933	1.72*
δ power Transformation power	2.2666	3.98***

V-Lab

US Dollar to Gold Troy Ounce APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses