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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0393	3.25***
α ARCH Response to squared shocks	0.0514	3.94***
β GARCH Volatility persistence	0.8715	29.63***

γ₁	0.3063	2.17**
γ₂	-0.4358	-2.33**
γ₃	0.2287	2.03**
γ₄	-0.0891	-0.47
γ₅	-0.0648	-0.27
γ₆	0.0520	0.27
γ₇	0.1165	0.95
γ₈	-0.2021	-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