CBOE Gold Volatility Index

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	param	t-stat
$ω$	0.0127	11.44
$α$	0.0514	14.69
$β$	0.9379	258.79
$γ$	-0.0921	-2.84

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Invesco DB Gold Fund AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Gold Fund Analyses