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	param	t-stat
$ω$	1.6065	7.07
$α$	0.0395	76.88
$β$	0.9982	4,476.28
$ν$	4.0875	53.14

V-Lab

S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Gold Spot Index Analyses