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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0465	3.24***
α ARCH Response to squared shocks	0.0514	3.93***
β GARCH Volatility persistence	0.8714	29.50***

γ₁	0.3078	2.18**
γ₂	-0.4376	-2.33**
γ₃	0.2290	2.04**
γ₄	-0.0891	-0.47
γ₅	-0.0649	-0.27
γ₆	0.0521	0.27
γ₇	0.1165	0.95
γ₈	-0.2022	-2.80***

V-Lab

Gold Troy Ounce Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold Troy Ounce Analyses