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	param	t-stat
$ω$	1.2167	4.25
$α$	0.0396	30.47
$β$	0.9925	555.71
$ν$	4.9267	6.75

V-Lab

Invesco DB Gold Fund GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Gold Fund Analyses