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	param	t-stat
$ω$	0.0024	10.08
$α$	0.0556	17.60
$β$	0.9605	488.08
$γ$	-0.0324	-9.13

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S&P GSCI Gold Spot Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Gold Spot Index Analyses