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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7776	7.20***
α ARCH Response to squared shocks	0.1094	4.02***
β GARCH Volatility persistence	0.8452	29.59***

V-Lab

Goldman Sachs Physical Gold ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Physical Gold ETF Analyses