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	param	t-stat
$ω$	1.3364	8.13
$α$	0.1517	6.25
$β$	0.7215	17.88
$γ_{1}$	0.0032	1.33

V-Lab

CBOE Gold Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Gold Volatility Index Analyses