CBOE Gold Volatility Index

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	param	t-stat
$ω$	1.2790	8.09
$α$	0.0491	3.28
$β$	0.9361	53.42
$γ_{1}$	0.0028	0.73

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Invesco DB Gold Fund Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Gold Fund Analyses