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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6066	5.91***
α ARCH Response to squared shocks	0.0209	52.28***
β GARCH Volatility persistence	0.9955	1,533.85***
ν DF Student-t tail thickness	2.1323	307.42***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses