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	0.0148	13.48***
α ARCH Response to squared shocks	0.0432	16.33***
β GARCH Volatility persistence	0.9453	321.32***

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COMEX Gold GARCH Volatility Analysis

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News Impact Curve

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