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	param	t-stat
$ω$	0.0024	10.03
$α$	0.0554	17.52
$β$	0.9607	486.66
$γ$	-0.0322	-9.09

V-Lab

S&P GSCI Gold Spot Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Gold Spot Index Analyses