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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9866	17.49***
α ARCH Response to squared shocks	0.1295	9.46***
β GARCH Volatility persistence	0.7551	70.73***
γ leverage Additional response to negative shocks	-0.0011	-0.04

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Gold.com Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold.com Inc Analyses