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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0120	18.63***
α ARCH Response to squared shocks	0.0580	44.11***
β GARCH Volatility persistence	0.9323	613.76***
γ leverage Additional response to negative shocks	-0.0830	-5.61***

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S&P GSCI Agricultural Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Agricultural Spot Index Analyses