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	param	t-stat
$ω$	1.2583	4.39
$α$	0.0484	28.95
$β$	0.9916	479.95
$ν$	5.7322	5.54

V-Lab

iShares Gold Trust GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Gold Trust Analyses