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	param	t-stat
$ω$	3.9710	21.59
$α$	0.2148	17.82
$β$	0.7105	68.22
$γ$	-0.1335	-6.48

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CBOE Gold Volatility Index GJR-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Gold Volatility Index Analyses