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	param	t-stat
$ω$	1.2923	10.11
$α$	0.1521	6.36
$β$	0.7213	17.98
$γ_{1}$	0.0019	3.06

V-Lab

CBOE Gold Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses