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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4994	5.90***
α ARCH Response to squared shocks	0.0208	52.25***
β GARCH Volatility persistence	0.9955	1,512.86***
ν DF Student-t tail thickness	2.1364	296.35***

V-Lab

Gold Troy Ounce GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold Troy Ounce Analyses