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{name} Model Equation

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Param	Value	t-stat
ωconst	3.2755	1.53
αARCH	0.0204	13.20***
βGARCH	0.9957	411.62***
νDF	2.1484	72.94***

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2755	1.53
α ARCH Response to squared shocks	0.0204	13.20***
β GARCH Volatility persistence	0.9957	411.62***
ν DF Student-t tail thickness	2.1484	72.94***

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