CBOE Gold Volatility Index

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	param	t-stat
$ω$	0.0120	11.22
$α$	0.0476	11.75
$β$	0.9408	243.15
$γ$	-0.0775	-3.44
$δ$	2.0944	18.89

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Invesco DB Gold Fund APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Gold Fund Analyses