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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2915	10.11***
α ARCH Response to squared shocks	0.1525	6.40***
β GARCH Volatility persistence	0.7208	18.08***

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