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	param	t-stat
$ω$	4.0250	21.85
$α$	0.2198	18.13
$β$	0.7063	67.75
$γ$	-0.1389	-6.78

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CBOE Gold Volatility Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses