CBOE Gold Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0143	14.80***
α ARCH Response to squared shocks	0.0616	19.66***
β GARCH Volatility persistence	0.9285	294.57***

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SPDR Gold Shares GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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