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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0174	6.01***
α ARCH Response to squared shocks	0.0569	6.76***
β GARCH Volatility persistence	0.9336	240.24***
γ leverage Additional response to negative shocks	-0.0290	-2.43**

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Gold Troy Ounce GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold Troy Ounce Analyses