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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.8464	7.70***
α ARCH Response to squared shocks	0.0270	26.81***
β GARCH Volatility persistence	0.9899	641.11***
ν DF Student-t tail thickness	6.2561	3.78***

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ICE US Coffee Arabica GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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