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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0052	3.27***
α ARCH Response to squared shocks	0.0979	8.08***
β GARCH Volatility persistence	0.9745	215.84***
γ leverage Additional response to negative shocks	0.0136	1.53

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Gold Troy Ounce EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gold Troy Ounce Analyses