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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2888	10.14***
α ARCH Response to squared shocks	0.1521	6.42***
β GARCH Volatility persistence	0.7207	18.10***

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