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	param	t-stat
$ω$	27.8812	11.82
$α$	0.1039	18.65
$β$	0.9250	142.31
$ν$	5.1455	5.26

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