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	param	t-stat
$ω$	28.0621	11.71
$α$	0.1037	18.43
$β$	0.9250	141.22
$ν$	5.1311	5.23

V-Lab

CBOE Gold Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses