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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0052	3.27***
α ARCH Response to squared shocks	0.0984	8.17***
β GARCH Volatility persistence	0.9744	215.86***
γ leverage Additional response to negative shocks	-0.0137	-1.53

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US Dollar to Gold Troy Ounce EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses