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	param	t-stat
$ω$	0.0121	11.27
$α$	0.0575	14.36
$β$	0.9406	237.76
$γ$	-0.0148	-1.99

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Invesco DB Gold Fund GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Gold Fund Analyses