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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
$ω$	1.0907	7.52
$α$	0.0434	4.06
$β$	0.9447	79.10
$γ_{1}$	0.0003	0.73

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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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