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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6818	22.35***
α ARCH Response to squared shocks	0.1551	25.97***
β GARCH Volatility persistence	0.7219	77.89***

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CBOE Gold Volatility Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses