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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0056	1.86*
α ARCH Response to squared shocks	0.1970	21.29***
β GARCH Volatility persistence	0.9727	375.57***
γ leverage Additional response to negative shocks	0.0461	4.55***

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Goldman Sachs Physical Gold ETF EGARCH Volatility Analysis

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