This paper deals with the eigenvalues of the adjacency matrices of threshold graphs for which $-1$ and $0$ are considered as trivial eigenvalues. We show that threshold graphs have no non-trivial eigenvalues in the interval $\left[(-1-\sqrt{2})/2,\,(-1+\sqrt{2})/2\right]$. This confirms a conjecture by Aguilar, Lee, Piato, and Schweitzer (2018).
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