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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.0878	7.65
$α$	0.0437	4.04
$β$	0.9438	77.44
$γ_{1}$	0.0003	0.75

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COMEX Gold Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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