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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0175	6.03***
α ARCH Response to squared shocks	0.0281	6.15***
β GARCH Volatility persistence	0.9333	240.67***
γ leverage Additional response to negative shocks	0.0290	2.42**

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US Dollar to Gold Troy Ounce GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses