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{name} Model Equation

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Param	Value	t-stat
ωconst	3.4219	1.47
αARCH	0.0206	13.10***
βGARCH	0.9955	368.69***
νDF	2.1390	71.99***

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4219	1.47
α ARCH Response to squared shocks	0.0206	13.10***
β GARCH Volatility persistence	0.9955	368.69***
ν DF Student-t tail thickness	2.1390	71.99***

V-Lab

Gold Troy Ounce GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold Troy Ounce Analyses