Autocovariance of a Product of Zero-Mean, Wide-Sense Stationary Gaussian Random Process?

Question

If X(t) is a Wide-Sense-Stationary Gaussian Random Variable with zero mean, i.e. E[X(t)] = 0, how do you find the autocovariance of $Z(t) = X^2(t)$

I know that for a zero-mean Gaussian, the following applies:

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