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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1718	2.80***
α ARCH Response to squared shocks	0.0515	8.71***
β GARCH Volatility persistence	0.9905	269.98***
ν DF Student-t tail thickness	10.1529	0.98

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S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Agricultural Spot Index Analyses