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	param	t-stat
$ω$	0.8856	8.27
$α$	0.0621	4.60
$β$	0.9178	57.58
$γ_{1}$	-0.0147	-3.14
$γ_{2}$	0.0349	3.70

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SPDR Gold Shares Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SPDR Gold Shares Analyses