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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0178	6.11***
α ARCH Response to squared shocks	0.0287	6.17***
β GARCH Volatility persistence	0.9323	239.29***
γ leverage Additional response to negative shocks	0.0290	2.39**

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US Dollar to Gold Troy Ounce GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses