Dynamic VaR Measurement of Gold Market with SV-T-MN Model

Table 4

Gaussian mixture distribution parameters of the gold spot market.

1	0.0507539		3.7419376
2	0.242821		2.467815
3	0.210631		1.456776
4	0.19718		1.81753
5	0.282775		1.129353
6	0.0148003		0.9432555
7	0.00103971		1.50413592

Note. NI (number of iterations) and LE (log at estimate) represent the convergence iterations and the log-likelihood estimates, respectively.