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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0405	3.26***
α ARCH Response to squared shocks	0.0512	3.93***
β GARCH Volatility persistence	0.8711	29.39***

γ₁	0.3067	2.19**
γ₂	-0.4368	-2.35**
γ₃	0.2306	2.12**
γ₄	-0.0925	-0.51
γ₅	-0.0620	-0.26
γ₆	0.0524	0.28
γ₇	0.1147	0.94
γ₈	-0.2023	-2.79***

V-Lab

US Dollar to Gold Troy Ounce Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Gold Troy Ounce Analyses