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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0368	12.64***
α ARCH Response to squared shocks	0.0652	23.99***
β GARCH Volatility persistence	0.8825	277.26***
γ leverage Additional response to negative shocks	-0.0965	-1.83*

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Gold Troy Ounce AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold Troy Ounce Analyses