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{name} Model Equation

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Param	Value	t-stat
ωconst	2.0258	3.27***
αARCH	0.0507	3.90***
βGARCH	0.8708	28.92***

γ₁	0.3011	2.19**
γ₂	-0.4306	-2.37**
γ₃	0.2332	2.36**
γ₄	-0.1014	-0.63
γ₅	-0.0539	-0.25
γ₆	0.0546	0.30
γ₇	0.1056	0.88
γ₈	-0.1970	-2.75***

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0258	3.27***
α ARCH Response to squared shocks	0.0507	3.90***
β GARCH Volatility persistence	0.8708	28.92***

γ₁	0.3011	2.19**
γ₂	-0.4306	-2.37**
γ₃	0.2332	2.36**
γ₄	-0.1014	-0.63
γ₅	-0.0539	-0.25
γ₆	0.0546	0.30
γ₇	0.1056	0.88
γ₈	-0.1970	-2.75***

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