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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0346	3.26***
α ARCH Response to squared shocks	0.0510	3.92***
β GARCH Volatility persistence	0.8714	29.35***

γ₁	0.3043	2.18**
γ₂	-0.4340	-2.35**
γ₃	0.2306	2.16**
γ₄	-0.0938	-0.53
γ₅	-0.0607	-0.26
γ₆	0.0529	0.28
γ₇	0.1130	0.92
γ₈	-0.2013	-2.78***

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