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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.5041	5.91***
α ARCH Response to squared shocks	0.0208	52.23***
β GARCH Volatility persistence	0.9955	1,519.80***
ν DF Student-t tail thickness	2.1362	297.40***

V-Lab

US Dollar to Gold Troy Ounce GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses